Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

Author	: Qi Lü
Publisher	: American Mathematical Society
Total Pages	: 120
Release	: 2024-03-18
ISBN-10	: 9781470468750
ISBN-13	: 1470468751
Rating	: 4/5 (50 Downloads)

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Book Synopsis Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions by : Qi Lü

Download or read book Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions written by Qi Lü and published by American Mathematical Society. This book was released on 2024-03-18 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.

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