scientific article; zbMATH DE number 3922509

MaRDI QIDQ3697013zbMATH OpenFDO

Authors Gianluca Gorni

Publication date 1985

zbMATH Keywords

Hilbert spaceslinear control system with state-dependent noiseminimization of a convex functional

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Groups and semigroups of linear operators (47D03) Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Control/observation systems in abstract spaces (93C25) Optimal stochastic control (93E20)

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