scientific article; zbMATH DE number 140442

MaRDI QIDQ4028858zbMATH OpenFDO

Authors Toader Morozan

Publication date 28 March 1993

zbMATH Keywords

partial informationRiccati equationstochastic quadratic control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(13)

• A new approach to lineary perturbed Riccati equations arising in stochastic control
• On uniqueness of strong solution of stochastic systems
• On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
• Mean-field control and Riccati equations
• Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
• Existence of a solution for a class of stochastic Riccati equations
• Riccati equation arising in the boundary control of stochastic hyperbolic systems
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• Indefinite Stochastic Riccati Equations
• Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
• Existence-and-uniqueness and mean-square boundedness of the solution to stochastic control systems
• Direct solution of a Riccati equation arising in stochastic control theory

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