scientific article; zbMATH DE number 1001916

MaRDI QIDQ3129787zbMATH OpenFDO

Authors A. Boukas

Publication date 18 August 1997

zbMATH Keywords

Bucy-Kalman filterHudson-Parthasarathy type stochastic differential equation in Fock spaceRiccati equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99) Filtering in stochastic control theory (93E11)

Recommendations

• Stochastic control of operator-valued processes in boson Fock space
• Application of quantum stochastic calculus to optimal control
• Quadratic control of quantum processes

Cited in

(6)

• Stochastic control of operator-valued processes in boson Fock space
• Optimal control design for a class of quantum stochastic systems with financial applications
• Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance
• Stochastic affine quadratic regulator with applications to tracking control of quantum systems
• On the existence of solutions of noncommutative stochastic integral inclusions
• Mayer problem for quantum stochastic control

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