Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise | Zendy

Ying Hu | Zendy; Shanjian Tang | Zendy

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Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise

Author(s) -

Ying Hu,

Shanjian Tang

Publication year - 2022

Publication title -

siam journal on control and optimization

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.486

H-Index - 116

eISSN - 1095-7138

pISSN - 0363-0129

DOI - 10.1137/20m1351904

Subject(s) - mathematics , riccati equation , algebraic riccati equation , linear quadratic regulator , controllability , white noise , stochastic control , optimal control , lyapunov equation , hamilton–jacobi–bellman equation , lyapunov function , mathematical analysis , multiplicative noise , partial differential equation , control theory (sociology) , control (management) , mathematical optimization , nonlinear system , signal transfer function , analog signal , engineering , management , quantum mechanics , statistics , physics , digital signal processing , electrical engineering , economics

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