Existence of a solution for a class of stochastic Riccati equations (Q3131702)
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scientific article; zbMATH DE number 6831210
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| English | Existence of a solution for a class of stochastic Riccati equations |
scientific article; zbMATH DE number 6831210 |
Statements
29 January 2018
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stochastic Riccati equation
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constraint condition
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backward stochastic differential equation
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stochastic linear quadratic optimal control
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0.8889901041984558
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0.8479124307632446
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