Linear-quadratic optimal control under non-Markovian switching (Q4607794)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6850133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Linear-quadratic optimal control under non-Markovian switching |
scientific article; zbMATH DE number 6850133 |
Statements
Linear-quadratic optimal control under non-Markovian switching (English)
0 references
14 March 2018
0 references
linear-quadratic optimal control
0 references
optimal control with stochastic coefficients
0 references
Riccati backward stochastic differential equations (Riccati BSDE)
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.842445433139801
0 references
0.8322830200195312
0 references
0.8079858422279358
0 references
0.8021559119224548
0 references
