Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948)
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scientific article; zbMATH DE number 7830345
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| English | Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions |
scientific article; zbMATH DE number 7830345 |
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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (English)
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10 April 2024
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backward stochastic Riccati equation
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stochastic linear quadratic problem
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infinite dimensions
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optimal feedback operator
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transposition solution
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0.8625791072845459
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0.8291494250297546
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0.824521541595459
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