Linear quadratic optimal control problem for linear stochastic generalized system in hilbert spaces

HIGHLIGHTS

  • who: Zhaoqiang Ge from the School of and Statistics, Xi'an Jiaotong University, No28, Xianning West Road, Xi'an, China have published the Article: Linear Quadratic Optimal Control Problem for Linear Stochastic Generalized System in Hilbert Spaces, in the Journal: Mathematics 2022, 10, 3118. of /2022/
  • what: The authors investigate the generalized differential Riccati equation from the generalized integral Riccati equation.
  • how: The following quadratic cost functional is introduced ξ0 σ0 η (·))=E( Z a 0 (k L ξ (t) σ(t) k2 + k Mη (t)k2 )dt + k Nξ ( a)k2 ).

SUMMARY

     

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