This is a preview of subscription content, log in via an institution.
Preview
Unable to display preview. Download preview PDF.
References
G. DA PRATO, A. ICHIKAWA:Optimal control of linear systems with almost periodic inputs.SIAM J. Control Optim.4(1987),1107–1119.
G. DA PRATO, A. ICHIKAWA:Quadratic control for linear periodic systems.Appl. Math. Optim. 18(1988),39–66.
G. DA PRATO, A. ICHIKAWA: Quadratic control for linear time varying systems.Report, Scuola Normale Superiore, Pisa(1987).
A. HALANAY, T. MOROZAN, C. TUDOR:Tracking almost periodic signals under white noise perturbations.Stochastics 21(1987),287–301.
P. KOTELENEZ:A submartingale type inequality with applications to stochastic evolution equations.Stochastics 8(1982),139–151.
R.S. LIPTSER, A.N. SHIRYAYEV:Theory of Martingales(Russian). Moscow.Nauka,1986.
P. MANDL:Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost.In "Stochastic Systems".Lect. Notes in Control and Information Sciences 96. Springer-Verlag,1987.
A. MICHALIK:Stochastic Differential Equations in Hilbert Spaces.Banach Center Publications,Vol. 5, Warsaw, 1979.
A. PAZY:Semigroups of Linear Operators and Applications to Partial Differential Equations.Springer-Verlag,1983.
H. TANABE:Equations of Evolution.Pitmar, 1979.
C. TUDOR:Optimal control for an infinite dimensional periodic problem under white noise perturbations (to appear).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
Tudor, C. (1989). Qu adratic control for linear stochastic equations with pathwise cost. In: Zabczyk, J. (eds) Stochastic Systems and Optimization. Lecture Notes in Control and Information Sciences, vol 136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002696
Download citation
DOI: https://doi.org/10.1007/BFb0002696
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51619-4
Online ISBN: 978-3-540-46719-9
eBook Packages: Springer Book Archive