Open AccessThe stochastic linear quadratic optimal control problem in Hilbert spaces: A polynomial chaos approach
Author(s) -
Tijana Levajković,
Hermann Mena,
Amjad Tuffaha
Publication year - 2016
Publication title -
evolution equations and control theory
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 19
eISSN - 2163-2480
pISSN - 2163-2472
DOI - 10.3934/eect.2016.5.105
Subject(s) - polynomial chaos , mathematics , linear quadratic regulator , optimal control , stochastic control , white noise , polynomial , semigroup , state (computer science) , state variable , mathematical optimization , mathematical analysis , algorithm , statistics , physics , monte carlo method , thermodynamics