Structural Properties of the Linear–Quadratic Stochastic Control Problem (Q3312135)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural Properties of the Linear–Quadratic Stochastic Control Problem |
scientific article |
Statements
Structural Properties of the Linear–Quadratic Stochastic Control Problem (English)
0 references
1983
0 references
linear-quadratic stochastic control
0 references
non-Gaussian initial state
0 references
Girsanov solutions
0 references
separation principle
0 references
