Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
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Cites work
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- Cost of tracking for differential stochastic equations in Hilbert spaces
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- Lyapunov equations for time-varying linear systems
- Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations
- Quadratic Control for Linear Time-Varying Systems
- Quadratic control for linear periodic systems
- Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
- Semigroups of linear operators and applications to partial differential equations
- Stability and Stabilizability of Infinite-Dimensional Systems
- Stochastic linear quadratic regulators with indefinite control weight costs. II
- Stochastic observability and applications
- Stochastic uniform observability of general linear differential equations
- Stochastic uniform observability of linear differential equations with multiplicative noise
- Uniform exponential stability for linear discrete time system with stochastic perturbations in Hilbert spaces
Cited in
(8)- scientific article; zbMATH DE number 3965950 (Why is no real title available?)
- Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces
- The stochastic linear quadratic control problem with singular estimates
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
- Cost of tracking for differential stochastic equations in Hilbert spaces
- scientific article; zbMATH DE number 1984121 (Why is no real title available?)
- scientific article; zbMATH DE number 591274 (Why is no real title available?)
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
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