An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise (Q3566972)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise |
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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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