Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185): Difference between revisions

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Revision as of 13:39, 12 July 2024

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Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
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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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