A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
DOI10.1007/S00245-016-9339-3zbMATH Open1371.49015OpenAlexW2344818275MaRDI QIDQ2013932FDOQ2013932
Authors: Tijana Levajković, Hermann Mena, Amjad Tuffaha 
Publication date: 10 August 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-016-9339-3
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Cited In (8)
- The stochastic linear quadratic control problem with singular estimates
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
- Numerical Approximation for the Infinite-Dimensional Discrete-Time Optimal Linear-Quadratic Regulator Problem
- On deterministic and stochastic linear quadratic control problems
- Fourier-splitting method for solving hyperbolic LQR problems
- On new Picard-Mann iterative approximations with mixed errors for implicit midpoint rule and applications
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
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