Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients |
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Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (English)
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6 May 2009
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linear and affine quadratic optimal stochastic control
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random and stationary coefficients
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ergodic control
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backward stochastic Riccati equation
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