Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420)

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scientific article; zbMATH DE number 6869145
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    Solution to stochastic LQ control problem for Itô systems with state delay or input delay
    scientific article; zbMATH DE number 6869145

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      Solution to stochastic LQ control problem for Itô systems with state delay or input delay (English)
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      16 May 2018
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      LQ control
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      state delay
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      input delay
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      Itô stochastic system
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      value function
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