Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls |
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Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (English)
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4 November 2021
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closed-loop representation
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open-loop optimal control
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random coefficient
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stochastic linear-quadratic optimal control problem
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stochastic Riccati equation
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value flow
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