A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433)
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scientific article; zbMATH DE number 5382365
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| English | A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation |
scientific article; zbMATH DE number 5382365 |
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A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (English)
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12 December 2008
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forward-backward stochastic differential equations
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generalized expectation
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stochastic linear quadratic optimal control
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