On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion

DOI10.1137/0315001zbMath0353.93052OpenAlexW2012958030MaRDI QIDQ4124708

Jean-Michel Bismut

Publication date: 1977

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0315001

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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