Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise

Ying Hu, Shanjian Tang. Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise. SIAM J. Control and Optimization, 60(1):435-457, 2022. [doi]

Abstract

Abstract is missing.