An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise (Q3566972)
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scientific article
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| English | An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise |
scientific article |
Statements
An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise (English)
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10 June 2010
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boundary noise
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boundary control
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weighted \(L^2\) space
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analytic semigroup
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stochastic convolution
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linear quadratic control problem
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Riccati equation
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stochastic evolution equation
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0.8909178376197815
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0.8791013956069946
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0.8390592932701111
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0.8319577574729919
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