On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398)
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scientific article; zbMATH DE number 7169803
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| English | On the stochastic linear quadratic control problem with piecewise constant admissible controls |
scientific article; zbMATH DE number 7169803 |
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On the stochastic linear quadratic control problem with piecewise constant admissible controls (English)
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20 February 2020
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stochastic linear quadratic control
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admissible set
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0.8225408792495728
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0.8127515316009521
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0.8040754795074463
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0.8024752736091614
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0.8022337555885315
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