Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185)
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scientific article; zbMATH DE number 6627348
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| English | Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems |
scientific article; zbMATH DE number 6627348 |
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14 September 2016
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linear quadratic optimal control problem
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stochastic differential equation
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Riccati equation
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open-loop solvability
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closed-loop solvability
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Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (English)
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0.9074869155883788
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0.903704822063446
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0.896368682384491
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0.8945267796516418
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