ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem

DOI10.1002/mana.19901450111zbMath0706.93076OpenAlexW2070510995MaRDI QIDQ3487259

Constantin Tudor

Publication date: 1990

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19901450111

zbMATH Keywords

stochastic evolution equations\(\epsilon \) -optimalstochastic linear regulator problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic integral equations (60H20) Existence of optimal solutions to problems involving randomness (49J55)

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Optimal control results for a class of stochastic Schrödinger equations ⋮ Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation ⋮ Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D

Cites Work

• Semimartingales: A course on stochastic processes
• Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales