Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103)
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scientific article
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| English | Characterization of optimal feedback for stochastic linear quadratic control problems |
scientific article |
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Characterization of optimal feedback for stochastic linear quadratic control problems (English)
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17 February 2020
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stochastic linear quadratic problem
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feedback control
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backward stochastic Riccati equation
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backward stochastic differential equation
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0.8839295506477356
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0.8599685430526733
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0.8458723425865173
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0.8309324383735657
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0.8227623701095581
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