Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074): Difference between revisions
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| Property / author: Tyrone E. Duncan / rank | |||
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| Property / author: Bozenna Pasik-Duncan / rank | |||
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| Property / author: Bozenna Pasik-Duncan / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s00245-017-9468-3 / rank | |||
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| Property / OpenAlex ID: W2778099149 / rank | |||
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Revision as of 14:08, 22 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems |
scientific article |
Statements
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (English)
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20 November 2019
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stochastic linear-quadratic control problem
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Gauss-Volterra noise processes
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