General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q114011463, #quickstatements; #temporary_batch_1710897659913 |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2202.13667 / rank | |||
Normal rank | |||
Revision as of 03:21, 20 April 2024
scientific article; zbMATH DE number 7538053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General indefinite backward stochastic linear-quadratic optimal control problems |
scientific article; zbMATH DE number 7538053 |
Statements
General indefinite backward stochastic linear-quadratic optimal control problems (English)
0 references
8 June 2022
0 references
backward stochastic differential equation
0 references
linear-quadratic
0 references
optimal control
0 references
Riccati equation
0 references
nonhomo-geneous term
0 references
