Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems |
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Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (English)
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13 June 2014
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stochastic Riccati equation
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stochastic linear quadratic optimal control
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backward stochastic differential equation (BSDE)
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