This research was supported in part by a "Subvention F.C.A.C. du Ministère de l'Éducation du Québec" and by National Research Council (Canada) Grant A8730 at the Centre de Recherches Mathématiques, Université de Montréal, Montréal, Québec, Canada.
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Keywords
- Optimal Control Problem
- Covariance Operator
- Real Hilbert Space
- Real Banach Space
- Riccati Differential Equation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
References
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Delfour, M.C. (1976). Numerical solution of the operator riccati equation for the filtering of linear stochastic hereditary differential systems. In: Cea, J. (eds) Optimization Techniques Modeling and Optimization in the Service of Man Part 2. Optimization Techniques 1975. Lecture Notes in Computer Science, vol 41. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-07623-9_320
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