Some topics in stochastic control

DOI10.3934/DCDSB.2010.14.1361MaRDI QIDQ618953zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic partial differential equationsfractional Brownian motionstochastic optimal controlergodic control

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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Cited in

(13)

• scientific article; zbMATH DE number 1995737 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3922509 (Why is no real title available?)
• Stochastic linear-quadratic control revisited
• 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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