Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise (Q5037498)
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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)
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1 March 2022
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stochastic LQ control
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PDE driven by state- and control-dependent white noise
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Riccati equation
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null controllability
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finite- and infinite-time horizons
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