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Applied Mathematics and Optimization(1)
Operator Theory: Advances and Applications(1)
SIAM Journal on Control and Optimization(1)
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A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces
ArticleAbstract: We present an approximation framework for computing the solution of the stochastic linear quadraticPalabras claves:Approximation schemes, feedback control, Riccati equations, Stochastic linear quadratic regulator problemsAutores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopusThe stochastic LQR optimal control with fractional Brownian motion
Book PartAbstract: We consider the stochastic linear quadratic optimal control problem where the state equation is givePalabras claves:Autores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopusThe stochastic linear quadratic control problem with singular estimates
ArticleAbstract: We study an infinite dimensional finite horizon stochastic linear quadratic control problem in an abPalabras claves:Control of stochastic PDEs, Singular estimate control systems, Stochastic linear quadratic controlAutores:Hafizoglu C., Hermann Mena, Lasiecka I., Levajkovic T., Tuffaha A.Fuentes:scopus