Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (Q4016759)
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scientific article; zbMATH DE number 89268
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| English | Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise |
scientific article; zbMATH DE number 89268 |
Statements
Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (English)
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16 January 1993
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analytic semigroups
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regularly dissipative operators
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Itô stochastic calculus
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quadratic optimal control
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linear stochastic evolution equation
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unbounded coefficients
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algebraic Riccati equation
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0.8830907940864563
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0.8803934454917908
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0.8566312193870544
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