Linear quadratic stochastic control problems with stochastic terminal constraint (Q4604636)
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scientific article; zbMATH DE number 6846854
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| English | Linear quadratic stochastic control problems with stochastic terminal constraint |
scientific article; zbMATH DE number 6846854 |
Statements
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (English)
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5 March 2018
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linear quadratic control
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stochastic terminal constraint
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backward stochastic Riccati differential equation
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optimal tracking
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optimal signal process
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0.8720138669013977
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0.8500187397003174
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0.8411993384361267
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0.8395951390266418
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