Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability (Q3070126)

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Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
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    Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability (English)
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    2 February 2011
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    Riccati equation
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    stochastic uniform observability
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    stabilizability
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    quadratic control
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    tracking problem
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