Synthesis of stochastic optimal control for a convex optimization problem in Hilbert spaces
- Volume: 74, Issue: 3, page 143-148
- ISSN: 1120-6330
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Abstract
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topGorni, Gianluca. "Synthesis of stochastic optimal control for a convex optimization problem in Hilbert spaces." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni 74.3 (1983): 143-148. <http://eudml.org/doc/287217>.
@article{Gorni1983,
author = {Gorni, Gianluca},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
keywords = {synthesis problem; optimal stochastic control; linear state equation; convex cost functional},
language = {eng},
month = {3},
number = {3},
pages = {143-148},
publisher = {Accademia Nazionale dei Lincei},
title = {Synthesis of stochastic optimal control for a convex optimization problem in Hilbert spaces},
url = {http://eudml.org/doc/287217},
volume = {74},
year = {1983},
}
TY - JOUR
AU - Gorni, Gianluca
TI - Synthesis of stochastic optimal control for a convex optimization problem in Hilbert spaces
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
DA - 1983/3//
PB - Accademia Nazionale dei Lincei
VL - 74
IS - 3
SP - 143
EP - 148
LA - eng
KW - synthesis problem; optimal stochastic control; linear state equation; convex cost functional
UR - http://eudml.org/doc/287217
ER -
References
top- Barbu, V. and Precupanu, Th. (1978) - Convexity and Optimization in Banach Spaces, Academiei-Sijthoff and Noordhoff, Romania. Zbl0379.49010
- Bensoussan, A. (1983) - Lectures on Stochastic Control, SpringerLecture Notes in Mathematics n. 972, pp. 1-62. MR705931
- Curtain, R.F. and Pritchard, A.J. (1978) - Infinite Dimensional Linear Systems Theory, SpringerLecture Notes in Control and Information Sciences n. 8. MR516812
- Davis, M.H. (1979) - Martingale Methods in Stochastic Control, SpringerLecture Notes in Control and Information Sciences n. 16. MR547467
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