Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterization of optimal feedback for stochastic linear quadratic control problems |
scientific article; zbMATH DE number 7168364
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Characterization of optimal feedback for stochastic linear quadratic control problems |
scientific article; zbMATH DE number 7168364 |
Statements
Characterization of optimal feedback for stochastic linear quadratic control problems (English)
0 references
17 February 2020
0 references
stochastic linear quadratic problem
0 references
feedback control
0 references
backward stochastic Riccati equation
0 references
backward stochastic differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0.8839295506477356
0 references
0.8599685430526733
0 references
0.8458723425865173
0 references
0.8309324383735657
0 references
0.8227623701095581
0 references
