Some topics in stochastic control
DOI10.3934/DCDSB.2010.14.1361zbMATH Open1219.93145OpenAlexW2062362758MaRDI QIDQ618953FDOQ618953
Authors: T. E. Duncan 
Publication date: 17 January 2011
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2010.14.1361
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stochastic partial differential equationsfractional Brownian motionstochastic optimal controlergodic control
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)
Cited In (13)
- Title not available (Why is that?)
- Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
- Stochastic HJB equations and regular singular points
- Ergodic Boundary/Point Control of Stochastic Semilinear Systems
- ε-optimal control of random parabolic differential equations by an elliptic approximation
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
- Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
- Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
- Stochastic linear-quadratic control revisited
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- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
- Optimal stochastic control of measure solutions on Hilbert space
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