Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT
Stochastic Linear Quadratic Optimal Control Problems
โ Scribed by S. Chen; J. Yong
- Publisher
- Springer
- Year
- 2001
- Tongue
- English
- Weight
- 157 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0095-4616
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