Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems

DOI10.1007/BF00941475MaRDI QIDQ1321264zbMATH OpenFDO

Authors B. Pasik-Duncan

Publication date 21 July 1994

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00941475

zbMATH Keywords

linear stochastic evolution systemsmultidimensional Wiener processquadratic functionals

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

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Cites work

• Adaptive control of linear stochastic evolution systems
• Dynamic Programming Approach to Stochastic Evolution Equations
• scientific article; zbMATH DE number 3916163 (Why is no real title available?)
• scientific article; zbMATH DE number 4047562 (Why is no real title available?)
• Uniform operator continuity of the stationary Riccati equation in Hilbert space

Cited in

(3)

• Optimizing the fractional power in a model with stochastic PDE constraints
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• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications

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