Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions
Bibliographic Information
- Title
- "Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions"
- Statement of Responsibility
- Qi Lü, Xu Zhang
- Publisher
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- American Mathematical Society
- Publication Year
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- c2024
- Book size
- 26cm
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Notes
"February 2024, volume 294, number 1467 (fourth of 5 numbers)"
Includes bibliographical references (p. 103-107)
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Details 詳細情報について
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- CRID
- 1130581523645940228
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- NII Book 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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- Text Lang
- en
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- Country Code
- us
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- Title Language Code
- en
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- Place of Publication
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- Providence, RI
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- Subject
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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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- Data Source
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- CiNii Books