scientific article; zbMATH DE number 4068767

MaRDI QIDQ3801465zbMATHFDO

Authors Constantin Tudor

Publication date 1988

zbMATH Keywords

evolution operatorsquadratic functionalRiccati integral equationsstochastic control problem in Hilbert spaces

Mathematics Subject Classification ID

Abstract integral equations, integral equations in abstract spaces (45N05) Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)

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