Optimality conditions in linear quadratic problems with random coefficients and applications (Q5868988)
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scientific article; zbMATH DE number 7592792
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| English | Optimality conditions in linear quadratic problems with random coefficients and applications |
scientific article; zbMATH DE number 7592792 |
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27 September 2022
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stochastic linear quadratic problems
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backward stochastic Riccati equations
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closed-loop optimal strategy
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necessary optimality conditions
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0.8681129217147827
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0.8671326637268066
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0.8661038875579834
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0.8544014096260071
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