Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (Q2706144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II |
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Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (English)
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19 March 2001
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stochastic linear quadratic regulator
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well-posedness
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stochastic Riccati equation
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backward stochastic differential equation
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control weighting matrices
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