Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166): Difference between revisions

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+Adapted solution of a backward stochastic differential equation
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+Q4255599
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+Stochastic linear quadratic optimal control problems
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+General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
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+Indefinite Stochastic Riccati Equations
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