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Stochastic control on Hilbert space for linear evolution equations with random operator-valued coefficients

Published online by Cambridge University Press:  01 July 2016

N. U. Ahmed
N. U. Ahmed*
Affiliation:
(University of Ottawa)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 288
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Bismut, J. M. (1976) Linear quadratic optimal stochastic control with random coefficients. SIAM J. Control 14, 419–444.Google Scholar
2. Bensoussan, A. and Viot, M. (1975) Optimal control of stochastic linear distributed parameter systems. SIAM J. Control 13, 904–926.Google Scholar