Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays (Q379003)
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scientific article; zbMATH DE number 6226205
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| English | Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays |
scientific article; zbMATH DE number 6226205 |
Statements
Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays (English)
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12 November 2013
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Ornstein-Uhlenbeck process of neutral type
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quadratic stochastic optimal control
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Riccati equation
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0.8193292617797852
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0.8071719408035278
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0.8056349158287048
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