scientific article; zbMATH DE number 4068767
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Publication:3801465
zbMATH Open0654.93080MaRDI QIDQ3801465FDOQ3801465
Authors: Constantin Tudor
Publication date: 1988
Title of this publication is not available (Why is that?)
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evolution operatorsquadratic functionalRiccati integral equationsstochastic control problem in Hilbert spaces
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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- Stochastic control for a class of random evolution 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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