Dynamic Programming Approach to Stochastic Evolution Equations
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(52)- Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
- Invertibility of Riccati operators and controllability of related systems
- Quadratic control for linear periodic systems
- Lyapunov equations for time-varying linear systems
- Stability of stochastic partial differential equation
- Stability of semilinear stochastic evolution equations
- Stability radii of linear systems with respect to stochastic perturbations
- A Riccati equation approach to maximizing the stability radius of a linear system by state feedback under structured stochastic Lipschitzian perturbations
- Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems
- Fourier-splitting method for solving hyperbolic LQR problems
- Stabilization of partially observed stochastic evolution systems
- Absolute stability approach to stochastic stability of infinite-dimensional nonlinear systems
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
- The stochastic linear quadratic control problem with singular estimates
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
- Absolute stability of a stochastic evolution equationt†
- Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
- Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups
- Riccati equation arising in the boundary control of stochastic hyperbolic systems
- Filtering and controal of stochastic differential equations with unbounded coefficients
- Markov processes generated by linear stochastic evolution equations
- Stability and stabilizability of stochastic evolution equations on Hilbert spaces
- Optimal stabilizing compensator for linear systems with state-dependent noise
- Stability and control for linear systems with jump Markov perturbations
- On ergodic control of stochastic evolution equations
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
- The Stochastic LQR Optimal Control with Fractional Brownian Motion
- Stability of Stochastic Delay Evolution Equations with Monotone Nonlinearity
- Stochastic LQ control and associated Riccati equation of PDEs driven by state- and control-dependent white noise
- Null controllability of an infinite dimensional SDE with state- and control-dependent noise
- Feedback stabilization of a class of distributed parameter systems with control constraints
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
- Optimal premium pricing for a heterogeneous portfolio of insurance risks
- A numerical method for solving stochastic linear quadratic problem with a finance application
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
- Global boundary stabilization to trajectories of the deterministic and stochastic porous-media equation
- Hilbert space-valued LQ mean field games: an infinite-dimensional analysis
- Open-loop and closed-loop saddle points of infinite dimensional linear-quadratic stochastic differential games with Poisson jumps
- Social optima in linear quadratic graphon field control: analysis via infinite dimensional approach
- Existence of optimal and -optimal controls for the stochastic Navier-Stokes equation
- Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs
- Linear quadratic optimal control problems for stochastic evolution equations in infinite horizon
- Optimal control with learning on the fly from finite to infinite-dimensional systems
- Model reduction for stochastic systems
- Direct solution of a Riccati equation arising in stochastic control theory
- Stochastic problems of absolute stability
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
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