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  A Linear Quadratic Control Problem for the Stochastic Heat Equation Driven by Q-Wiener Processes

Benner, P., & Trautwein, C. (2018). A Linear Quadratic Control Problem for the Stochastic Heat Equation Driven by Q-Wiener Processes. Journal of Mathematical Analysis and Applications, 457(1), 776-802. doi:10.1016/j.jmaa.2017.08.052.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-002D-DCAA-E Version Permalink: https://hdl.handle.net/21.11116/0000-0004-957C-9
Genre: Journal Article

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trautwein_2474819_ams.pdf (Postprint), 357KB
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 Creators:
Benner, Peter1, Author           
Trautwein, Christoph1, 2, Author           
Affiliations:
1Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society, ou_1738141              
2International Max Planck Research School (IMPRS), Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society, DE, ou_1738143              

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 Dates: 2018
 Publication Status: Issued
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 Rev. Type: Peer
 Identifiers: DOI: 10.1016/j.jmaa.2017.08.052
Other: pubdata_escidoc:2474819
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Title: Journal of Mathematical Analysis and Applications
Source Genre: Journal
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Pages: - Volume / Issue: 457 (1) Sequence Number: - Start / End Page: 776 - 802 Identifier: -