Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166)
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scientific article; zbMATH DE number 6303757
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| English | Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems |
scientific article; zbMATH DE number 6303757 |
Statements
Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (English)
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13 June 2014
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stochastic Riccati equation
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stochastic linear quadratic optimal control
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backward stochastic differential equation (BSDE)
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0.8853619694709778
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0.8719698190689087
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0.8618853688240051
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0.8578488826751709
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