Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103): Difference between revisions

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Property / author: Tian Xiao Wang / rank
 
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Property / author: Zhang, X. / rank
 
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Latest revision as of 19:46, 21 July 2024

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Characterization of optimal feedback for stochastic linear quadratic control problems
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    Characterization of optimal feedback for stochastic linear quadratic control problems (English)
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    17 February 2020
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    stochastic linear quadratic problem
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    feedback control
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    backward stochastic Riccati equation
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    backward stochastic differential equation
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