General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595)
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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 |
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General indefinite backward stochastic linear-quadratic optimal control problems (English)
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8 June 2022
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backward stochastic differential equation
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linear-quadratic
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optimal control
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Riccati equation
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nonhomo-geneous term
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