scientific article; zbMATH DE number 4154356

MaRDI QIDQ3483210zbMATH OpenFDO

Authors Franco Flandoli

Publication date 1990

zbMATH Keywords

Riccati equationboundary control of a stochastic parabolic system

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Recommendations

• Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
• On the direct solution of Riccati equations arising in boundary control theory
• scientific article; zbMATH DE number 3953657
• Riccati equation arising in the boundary control of stochastic hyperbolic systems
• scientific article; zbMATH DE number 433025

Cited in

(4)

• scientific article; zbMATH DE number 18062 (Why is no real title available?)
• Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
• A free boundary problem related to singular stochastic control: the parabolic case
• Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3483210)