Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
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Publication:3070126
DOI10.1007/s10587-009-0023-5zbMath1224.93135OpenAlexW1969183606MaRDI QIDQ3070126
Publication date: 2 February 2011
Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37926
Observability (93B07) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
Related Items (2)
The Stochastic Linear Quadratic Control Problem with Singular Estimates ⋮ Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
Cites Work
- Semigroups of linear operators and applications to partial differential equations
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- Ito's lemma in infinite dimensions
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
- Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
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- Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations
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- Stochastic observability and applications
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