Quadratic Control for Stochastic Systems
✍
C. Tudor
📂
Article
📅
1990
🏛
John Wiley and Sons
🌐
English
⚖ 505 KB
## Abstract The infinite dimensional version of the linear quadratic cost control problem is studied by Curtain and Pritchard [2], Gibson [5] by using Riccati integral equations, instead of differential equations. In the present paper the corresponding stochastic case over a finite horizon is consi