Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon

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Publication:2020318

DOI10.1007/s00245-019-09576-zzbMath1461.93550OpenAlexW2943451194WikidataQ127973557 ScholiaQ127973557MaRDI QIDQ2020318

Qi Zhang, Jiangyan Pu

Publication date: 23 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-019-09576-z




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