A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients

DOI10.1109/TAC.2020.2970982MaRDI QIDQ5853963

Tyrone E. Duncan, Jun-Hee Moon

Publication date: 12 March 2021

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93-XX: Systems theory; control