Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions (Q2884606)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6039296
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions |
scientific article; zbMATH DE number 6039296 |
Statements
30 May 2012
0 references
infinite-dimentional stochastic linear-quadratic control problem
0 references
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions (English)
0 references
The solution of the controlled equation under consideration must be defined in a generalized (mild) sense. An infinite dimensional controlled stochastic differential equation driven by a fractional Gaussian noise is formulated and solved. The feedback form of the optimum is given explicitly. Some examples of controlled SPDEs are given where the control operator can be unbounded.
0 references
0.9250926971435548
0 references
0.8817054033279419
0 references
0.8813986778259277
0 references
0.8795071840286255
0 references
