Study on indefinite stochastic linear quadratic optimal control with inequality constraint
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Publication:1791325
DOI10.1155/2013/805829zbMath1397.93237OpenAlexW2074660996WikidataQ59004581 ScholiaQ59004581MaRDI QIDQ1791325
Publication date: 10 October 2018
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/805829
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Existence of optimal solutions to problems involving randomness (49J55)
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