Irregular LQG optimal control problem involving multiplicative noise (Q6161377)
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scientific article; zbMATH DE number 7702866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irregular LQG optimal control problem involving multiplicative noise |
scientific article; zbMATH DE number 7702866 |
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Irregular LQG optimal control problem involving multiplicative noise (English)
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27 June 2023
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irregular LQG
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multiplicative noise
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generalized Riccati equation
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forward and backward stochastic differential equations
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