On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the stochastic linear quadratic control problem with piecewise constant admissible controls |
scientific article |
Statements
On the stochastic linear quadratic control problem with piecewise constant admissible controls (English)
0 references
20 February 2020
0 references
stochastic linear quadratic control
0 references
admissible set
0 references
0 references
0 references
0 references
0 references
0 references