Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise (Q5037498)
From MaRDI portal
scientific article; zbMATH DE number 7482158
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise |
scientific article; zbMATH DE number 7482158 |
Statements
Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise (English)
0 references
1 March 2022
0 references
stochastic LQ control
0 references
PDE driven by state- and control-dependent white noise
0 references
Riccati equation
0 references
null controllability
0 references
finite- and infinite-time horizons
0 references
0 references
0 references
0 references