Codice  QDD 179 
Titolo  Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces 
Data  20140506 
Autore/i  Guatteri, G.; Tessitore, G. 
Link  Download full text 
Abstract  We prove existence and uniqueness of the mild solution of an infinite dimensional,
operator valued, backward stochastic Riccati equation. We exploit the regularizing properties of the semigroup generated by the unbounded operator involved in the equation. Then the results will be applied to characterize the value function and optimal feedback law for a infinite dimensional, linear quadratic control problem with stochastic coefficients.

