Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability (Q3070126)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability |
scientific article |
Statements
Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability (English)
0 references
2 February 2011
0 references
Riccati equation
0 references
stochastic uniform observability
0 references
stabilizability
0 references
quadratic control
0 references
tracking problem
0 references
0 references
0 references