Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535)
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scientific article
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| English | Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems |
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Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (English)
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23 April 2019
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stochastic linear quadratic control problem
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stochastic evolution equation
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closed-loop solvability
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Riccati equation
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0.9554962
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0.94751096
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0.94129235
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0.93991804
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0.9316499
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0.9314978
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0.92811924
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