Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591): Difference between revisions

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Latest revision as of 12:46, 1 July 2024

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Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients
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    Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (English)
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    6 May 2009
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    linear and affine quadratic optimal stochastic control
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    random and stationary coefficients
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    ergodic control
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    backward stochastic Riccati equation
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