ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem
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Publication:3487259
DOI10.1002/MANA.19901450111zbMATH Open0706.93076OpenAlexW2070510995MaRDI QIDQ3487259FDOQ3487259
Authors: Constantin Tudor
Publication date: 1990
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19901450111
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Cites Work
Cited In (10)
- Title not available (Why is that?)
- Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal control results for a class of stochastic Schrödinger equations
- Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D
- Title not available (Why is that?)
- ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
- Title not available (Why is that?)
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