Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations

DOI10.1137/0328014zbMath0693.93086OpenAlexW1974645636MaRDI QIDQ3469022

Constantin Tudor

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328014

zbMATH Keywords

law of large numbersperiodic casewhite noise perturbations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

Related Items (3)

Stochastic uniform observability of linear differential equations with multiplicative noise ⋮ Stochastic uniform observability of general linear differential equations ⋮ Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

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