Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions

Author(s)

• Lü, Qi
• Zhang, Xu

Bibliographic Information

Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions

Qi Lü, Xu Zhang

（Memoirs of the American Mathematical Society, no. 1467）

American Mathematical Society, c2024

Note

"February 2024, volume 294, number 1467 (fourth of 5 numbers)"

Includes bibliographical references (p. 103-107)

Details

• NCID: BD06680457
• ISBN:
  • 9781470468750
• LCCN: 2024028379
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Providence, RI
• Pages/Volumes: v, 107 p.
• Size: 26cm
• Classification:
  • LCC : QA274.25
  • DC23 : 519.2/2
• Subject Headings:
  • 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
• Parent Bibliography ID:
  • BA00035927