Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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