Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations |
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Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (English)
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5 January 2016
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linear quadratic optimal stochastic control problems
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stochastic Riccati equation
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backward stochastic differential equation
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subsolutions
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solvability conditions
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