Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
scientific article

    Statements

    Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (English)
    0 references
    0 references
    0 references
    0 references
    20 November 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic linear-quadratic control problem
    0 references
    Gauss-Volterra noise processes
    0 references
    0 references
    0 references