Q5868988 (Q5868988): Difference between revisions
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Revision as of 13:38, 21 February 2024
scientific article; zbMATH DE number 7592792
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English | No label defined |
scientific article; zbMATH DE number 7592792 |
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27 September 2022
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stochastic linear quadratic problems
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backward stochastic Riccati equations
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closed-loop optimal strategy
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necessary optimality conditions
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