Q5868988 (Q5868988): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q904651 |
||
| Property / author | |||
| Property / author: Tian Xiao Wang / rank | |||
Revision as of 13:38, 21 February 2024
scientific article; zbMATH DE number 7592792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7592792 |
Statements
27 September 2022
0 references
stochastic linear quadratic problems
0 references
backward stochastic Riccati equations
0 references
closed-loop optimal strategy
0 references
necessary optimality conditions
0 references
