Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074): Difference between revisions
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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 |
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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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