Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions
書誌事項
- タイトル
- "Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions"
- 責任表示
- Qi Lü, Xu Zhang
- 出版者
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- American Mathematical Society
- 出版年月
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- c2024
- 書籍サイズ
- 26cm
この図書・雑誌をさがす
注記
"February 2024, volume 294, number 1467 (fourth of 5 numbers)"
Includes bibliographical references (p. 103-107)
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詳細情報 詳細情報について
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- CRID
- 1130581523645940228
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- NII書誌ID
- BD06680457
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- ISBN
- 9781470468750
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- LCCN
- 2024028379
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- Web Site
- https://lccn.loc.gov/2024028379
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- 本文言語コード
- en
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- 出版国コード
- us
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- タイトル言語コード
- en
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- 出版地
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- Providence, RI
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- 件名
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- LCSH: Stochastic partial differential equations
- LCSH: Stochastic control theory
- LCSH: Random operators
- LCSH: Feedback control systems -- Mathematical models
- FREE: Probability theory and stochastic processes -- Stochastic analysis -- Stochastic partial differential equations msc
- FREE: Systems theory; control -- Stochastic systems and control -- Optimal stochastic control msc
- FREE: Probability theory and stochastic processes -- Stochastic analysis -- Random operators and equations msc
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- データソース種別
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- CiNii Books