Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems |
scientific article |
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Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (English)
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14 September 2016
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linear quadratic optimal control problem
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stochastic differential equation
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Riccati equation
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open-loop solvability
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closed-loop solvability
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