@article{hu:hal-01872354,
TITLE = {Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise},
AUTHOR = {Hu, Ying and Tang, Shanjian},
URL = {https://hal.science/hal-01872354},
JOURNAL = {SIAM Journal on Control and Optimization},
PUBLISHER = {Society for Industrial and Applied Mathematics},
VOLUME = {60},
NUMBER = {1},
PAGES = {435-457},
YEAR = {2022},
DOI = {10.1137/20M1351904},
KEYWORDS = {linear quadratic optimal stochastic control ; multiplicative space-time white noise ; stochastic partial differential equation ; Riccati equation ; null controllability ; singular terminal condition},
PDF = {https://hal.science/hal-01872354/file/Riccati.pdf},
HAL_ID = {hal-01872354},
HAL_VERSION = {v1},
}