Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362)
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| English | Weak closed-loop solvability of stochastic linear-quadratic optimal control problems |
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Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (English)
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28 March 2019
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stochastic linear-quadratic optimal control
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Riccati equation
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open-loop solvability
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weak closed-loop solvability
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state feedback
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