Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients (Q3566978)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients |
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Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients (English)
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10 June 2010
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linear and affine quadratic optimal stochastic control
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random coefficients
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infinite horizon
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ergodic control
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backward stochastic Riccati equation
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