Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions
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Publication:4967693
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- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients
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- Stochastic teams, games, and control under information constraints
- Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients
- Stochastic Linear-Quadratic Optimal Control with Partial Observation
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