scientific article; zbMATH DE number 1001916

MaRDI QIDQ3129787zbMATH OpenFDO

Authors A. Boukas

Publication date 18 August 1997

zbMATH Keywords

Riccati equationBucy-Kalman filterHudson-Parthasarathy type stochastic differential equation in Fock space

Mathematics Subject Classification ID

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

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

(5)

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

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