Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541)
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scientific article; zbMATH DE number 7369256
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| English | Linear-quadratic optimal control for backward stochastic differential equations with random coefficients |
scientific article; zbMATH DE number 7369256 |
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Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (English)
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7 July 2021
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linear-quadratic optimal control
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backward stochastic differential equation
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random coefficient
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stochastic Riccati equation
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0.9337555766105652
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0.8833557367324829
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0.881160318851471
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0.8804857730865479
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