Linear-Quadratic Control of Backward Stochastic Differential Equations (Q2753213): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:24, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Control of Backward Stochastic Differential Equations |
scientific article |
Statements
Linear-Quadratic Control of Backward Stochastic Differential Equations (English)
0 references
29 October 2001
0 references
backward stochastic differential equations
0 references
linear-quadratic optimal control
0 references
Riccati equations
0 references
completion of squares
0 references
constrained optimization
0 references
