scientific article; zbMATH DE number 3922509

MaRDI QIDQ3697013zbMATH OpenFDO

Authors Gianluca Gorni

Publication date 1985

zbMATH Keywords

Hilbert spacesminimization of a convex functionallinear control system with state-dependent noise

Mathematics Subject Classification ID

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

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(3)

• An RKH Space Approach to State Feedback Control for a Class of Linear Stochastic Systems
• Optimality principle and synthesis for a stochastic control problem in hilbert spaces
• scientific article; zbMATH DE number 24415 (Why is no real title available?)

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