Optimal Control of Stochastic Linear Distributed Parameter Systems
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(19)- Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
- Stochastic maximum principle for distributed parameter systems
- Linear-quadratic stochastic differential games for distributed parameter systems
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
- Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case
- Filtering and controal of stochastic differential equations with unbounded coefficients
- Stochastic distributed systems with point observations and boundary control: an abstract theory
- Fixed-interval smoothing for a linear distributed parameter system
- Parameter adaptive control of stochastic distributed systems
- Infected discrete linear systems: on the admissible sources
- Second order necessary conditions for optimal control problems of stochastic evolution equations
- Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
- Controllability of linear stochastic systems in Hilbert spaces
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
- A general maximum principle for partially observed stochastic evolution control systems
- Linear-convex partially observed optimal control problem with Markov chain and input constraint
- Optimal control of stochastic partial differential equations with partial observations: stochastic maximum principles and numerical approximation
- Numerical approximations for partially observed optimal control of stochastic partial differential equations
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise
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