Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362)
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scientific article
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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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0.9055682420730592
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0.903704822063446
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0.8947643637657166
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0.8621732592582703
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0.8577648997306824
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