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Almost periodic solutions of infinite dimensional Riccati equations. (English) Zbl 0841.49020
Author’s abstract: “We consider an infinite-dimensional linear controlled Itô system with almost periodic coefficients and two-sided average cost. Under stabilizability and detectability assumptions we prove that the unique solution of the associated Riccati equation is almost periodic”.
Reviewer: P.Zezza (Firenze)
MSC:
49N20 Periodic optimal control problems
49J20 Existence theories for optimal control problems involving partial differential equations
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