Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

DOI10.1007/S10587-009-0023-5zbMATH Open1224.93135OpenAlexW1969183606MaRDI QIDQ3070126FDOQ3070126

Authors: V. M. Ungureanu 

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

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zbMATH Keywords

Riccati equationtracking problemstabilizabilityquadratic controlstochastic uniform observability

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Observability (93B07) Optimal stochastic control (93E20)

Cites Work

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Cited In (8)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.

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