Indefinite Stochastic Riccati Equations (Q4442976)
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scientific article; zbMATH DE number 2024255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indefinite Stochastic Riccati Equations |
scientific article; zbMATH DE number 2024255 |
Statements
Indefinite Stochastic Riccati Equations (English)
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8 January 2004
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stochastic Riccati equation
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backward stochastic differential equation
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stochastic linear-quadratic optimal control
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