Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Lu, Qi; Zhang, Xu
American Mathematical Society
05/2024
107
Mole
9781470468750
Pré-lançamento - envio 15 a 20 dias após a sua edição
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1. Introduction
2. Statement of the main results
3. Some preliminary results
4. Proof of the first main result
5. Proof of the second main result
6. Existence of transposition solutions to some operator-valued BSREs
7. Some examples of controlled SPDEs
2. Statement of the main results
3. Some preliminary results
4. Proof of the first main result
5. Proof of the second main result
6. Existence of transposition solutions to some operator-valued BSREs
7. Some examples of controlled SPDEs
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
1. Introduction
2. Statement of the main results
3. Some preliminary results
4. Proof of the first main result
5. Proof of the second main result
6. Existence of transposition solutions to some operator-valued BSREs
7. Some examples of controlled SPDEs
2. Statement of the main results
3. Some preliminary results
4. Proof of the first main result
5. Proof of the second main result
6. Existence of transposition solutions to some operator-valued BSREs
7. Some examples of controlled SPDEs
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
