On stochastic Riccati equations for the stochastic LQR problem (Q2504510): Difference between revisions

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-.1016/j.sysconle.2004.07.003
@@ Property / DOI: 10.1016/j.sysconle.2004.07.003 / rank @@
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
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+Q3986626
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+Sufficient conditions of optimality for stochastic systems with controllable diffusions
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+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
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@@ Property / DOI @@
+.1016/J.SYSCONLE.2004.07.003
@@ Property / DOI: 10.1016/J.SYSCONLE.2004.07.003 / rank @@
+Normal rank