No label defined (Q5868988)
From MaRDI portal
scientific article; zbMATH DE number 7592792
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 7592792 |
Statements
27 September 2022
0 references
stochastic linear quadratic problems
0 references
backward stochastic Riccati equations
0 references
closed-loop optimal strategy
0 references
necessary optimality conditions
0 references
0 references
0 references
0 references
0 references