scientific article; zbMATH DE number 3965950
From MaRDI portal
Publication:3734284
controlled stochastic evolution equationdetectabilityfinite time horizoninfinite time horizonstabilizability
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Linear systems in control theory (93C05) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
Recommendations
- scientific article; zbMATH DE number 4068767
- scientific article; zbMATH DE number 4123658
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
- Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
- scientific article; zbMATH DE number 6108121
Cited in
(23)- Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
- Quadratic control for linear periodic systems
- Lyapunov equations for time-varying linear systems
- On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
- Optimal control results for a class of stochastic Schrödinger equations
- Stochastic uniform observability of linear differential equations with multiplicative noise
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
- scientific article; zbMATH DE number 447078 (Why is no real title available?)
- Solution and Control of a Bilinear stochastic Delay Equation
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
- Detectability, Observability, and Asymptotic Reconstructability of Positive Systems
- scientific article; zbMATH DE number 4030657 (Why is no real title available?)
- scientific article; zbMATH DE number 4068767 (Why is no real title available?)
- Invariant measures for semilinear stochastic equations
- scientific article; zbMATH DE number 4123658 (Why is no real title available?)
- Stochastic LQ control and associated Riccati equation of PDEs driven by state- and control-dependent white noise
- Controllability of quasilinear stochastic evolution equations in Hilbert spaces.
- Existence of optimal and -optimal controls for the stochastic Navier-Stokes equation
- Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D
- Existence of optimal and -optimal feedback controls for stochastic Cahn-Hilliard equation
- On detectability of stochastic systems
- Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
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 Q3734284)