The stochastic linear quadratic control problem with singular estimates
From MaRDI portal
Recommendations
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
- A stochastic Riccati equation for a hyperbolic-like system with point and boundary control
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- scientific article; zbMATH DE number 4068767
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
Cites work
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
- A semigroup approach to the LQG problem for infinite-dimensional systems
- Algebraic Riccati Equation Arising in Boundary Control Problems
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
- Classical solutions of nonautonomous Riccati equations arising in parabolic boundary control problems
- Controlled Markov processes and viscosity solutions
- Differential Riccati equation for the active control of a problem in structural acoustics
- Differential Riccati equations for the Bolza problem associated with point boundary control of singular estimate control systems
- Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
- Direct solution of a Riccati equation arising in stochastic control theory
- Dynamic Programming Approach to Stochastic Evolution Equations
- Extended algebraic Riccati equations in the abstract hyperbolic case
- scientific article; zbMATH DE number 433025 (Why is no real title available?)
- scientific article; zbMATH DE number 2127936 (Why is no real title available?)
- scientific article; zbMATH DE number 3694288 (Why is no real title available?)
- scientific article; zbMATH DE number 3521839 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 2144724 (Why is no real title available?)
- scientific article; zbMATH DE number 2103677 (Why is no real title available?)
- scientific article; zbMATH DE number 1447315 (Why is no real title available?)
- Introduction to stochastic analysis and Malliavin calculus
- Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
- Mathematical control theory of coupled PDEs
- Mathematical methods in robust control of linear stochastic systems
- Numerical solution of the finite horizon stochastic linear quadratic control problem
- On a Matrix Riccati Equation of Stochastic Control
- On deterministic and stochastic linear quadratic control problems
- On the Backward Stochastic Riccati Equation in Infinite Dimensions
- On the Separation Theorem of Stochastic Control
- Optimal boundary control and Riccati theory for abstract dynamics motivated by hybrid systems of PDEs
- Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
- Quadratic Control for Linear Time-Varying Systems
- Representation and control of infinite dimensional systems. Vol. 2
- Riccati equations for generalized singular estimate control systems
- Riccati equations for the Bolza problem arising in boundary/point control problems governed by \(C_{0}\) semigroups satisfying a singular estimate
- Riccati theory and singular estimates for a Bolza control problem arising in linearized fluid-structure interaction
- Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
- Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise
- Stochastic Equations in Infinite Dimensions
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Stochastic optimization theory in Hilbert spaces. I
- Stochastic partial differential equations. A modeling, white noise functional approach
- The Linear Regulator Problem for Parabolic Systems
- The modeling of piezoceramic patch interactions with shells, plates, and beams
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
Cited in
(19)- Fourier-splitting method for solving hyperbolic LQR problems
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
- A splitting/polynomial chaos expansion approach for stochastic evolution equations
- A concise introduction to control theory for stochastic partial differential equations
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
- Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems
- Singular Stochastic Control Problems Solved by a Sparse Simplex Method
- scientific article; zbMATH DE number 701814 (Why is no real title available?)
- A stochastic Riccati equation for a hyperbolic-like system with point and boundary control
- The Stochastic LQR Optimal Control with Fractional Brownian Motion
- Singular infinite horizon linear-quadratic optimal control problem for systems with known disturbances: a regularization approach
- Linear quadratic Pareto optimal control problem of stochastic singular systems
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
- Data-driven control for stochastic linear-quadratic optimal problem with completely unknown dynamics
- Stochastic linear quadratic optimal control problems for stochastic evolution equations with unbounded control operator
- Linear quadratic optimal control problems for stochastic evolution equations in infinite horizon
This page was built for publication: The stochastic linear quadratic control problem with singular estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2968550)
