Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions Stephen Rothman as they will be on

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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions Stephen Rothman as they will be onIt is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i. e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite dimensions was just addressed very recently. This paper is devoted to giving a solution to this problem under some assumptions which can be verified for interesting concrete models. More precisely, under these assumptions,