DOI10.1155/2015/476545zbMath1394.93355WikidataQ59118687 ScholiaQ59118687MaRDI QIDQ1665772
Y. Aharonov
Publication date: 27 August 2018 Published in: Mathematical Problems in Engineering (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1155/2015/476545
Mathematics Subject Classification ID
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
