Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
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Cites work
- scientific article; zbMATH DE number 3872419 (Why is no real title available?)
- scientific article; zbMATH DE number 3785914 (Why is no real title available?)
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- scientific article; zbMATH DE number 3505981 (Why is no real title available?)
- scientific article; zbMATH DE number 3449064 (Why is no real title available?)
- scientific article; zbMATH DE number 2100337 (Why is no real title available?)
- A note on the convergence of probability functions of Markov chains
- Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- Mathematical methods in robust control of linear stochastic systems.
- Nonlinear differential equations of Riccati type on ordered Banach spaces
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
- On state feedback stabilization of singular systems with random abrupt changes
- Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
- Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
- Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
- Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks
- Semigroups of linear operators and applications to partial differential equations
- Stability of discrete-time positive evolution operators on ordered Banach spaces and applications
- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
- Stochastic uniform observability of general linear differential equations
- Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
- The elements of operator theory
Cited in
(11)- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
- Optimal control on semilinear retarded stochastic functional differential equations driven by Poisson jumps in Hilbert space
- Infinite horizon LQ Nash games for SDEs with infinite jumps
- Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
- Stochastic Optimal Control in Infinite Dimension
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- Quadratic stabilizability and \(H_{\infty}\) control of linear discrete-time stochastic uncertain systems
- Robust \(H_2/H_\infty\) fuzzy filtering for nonlinear stochastic systems with infinite Markov jump
- Almost automorphic solutions for fractional stochastic differential equations and its optimal control
- Stability analysis for stochastic differential equations with infinite Markovian switchings
- \(H_\infty\) control for nonlinear infinite Markov jump systems
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