scientific article; zbMATH DE number 4068767

zbMATH Open0654.93080MaRDI QIDQ3801465FDOQ3801465

Authors: Constantin Tudor 

Publication date: 1988

Title of this publication is not available (Why is that?)

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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)

Cited In (18)

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• Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation
• Control of Quantum Langevin Equations
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• Linearization of controlled stochastic evolution systems in a Hilbert space
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• Stochastic control for a class of random evolution models
• Control variable parameterization and optimization method for stochastic linear quadratic models
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• Optimal control problem for stochastic evolution equations in Hilbert spaces
• An RKH Space Approach to State Feedback Control for a Class of Linear Stochastic Systems
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• Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
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