Studies in Stochastic Control and Differential Games
Abstract
1. Stochastic linear-quadratic control with state and control dependent noise 2. Linear-quadratic stochastic dierential games with state dependent noise 3. Control of stochastic systems in rank one symmetric spaces with state dependent noise 4. Linear-exponential-quadratic control with partial observations and various Gaussiannoise processes 5. Some stochastic dierential games in symmetric spaces 6. Identication and adaptive control of linear stochastic systems with state dependentnoise 7. Control of linear stochastic partial dierential equations with state dependent noise 8. Mild solutions of stochastic Riccati equations in a Hilbert space 9. Ergodic control of linear systems with state dependent noise 10. Stochastic control problems from random matrices
Document Details
- Document Type
- DoD Grant Award
- Publication Date
- Feb 06, 2017
- Source ID
- FA95501710073
Entities
People
- Tyrone Edward Duncan
Organizations
- Air Force Office of Scientific Research
- United States Air Force
- University of Kansas