Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103): Difference between revisions
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Revision as of 23:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of optimal feedback for stochastic linear quadratic control problems |
scientific article |
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Characterization of optimal feedback for stochastic linear quadratic control problems (English)
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17 February 2020
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stochastic linear quadratic problem
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feedback control
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backward stochastic Riccati equation
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backward stochastic differential equation
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