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

著者

• Lü, Qi
• Zhang, Xu

書誌事項

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

注記

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

Includes bibliographical references (p. 103-107)

詳細情報

• NII書誌ID(NCID): BD06680457
• ISBN:
  • 9781470468750
• LCCN: 2024028379
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Providence, RI
• ページ数/冊数: v, 107 p.
• 大きさ: 26cm
• 分類:
  • LCC : QA274.25
  • DC23 : 519.2/2
• 件名:
  • 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
• 親書誌ID:
  • BA00035927