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

DOI10.1109/TAC.2020.2970982OpenAlexW3005040532MaRDI QIDQ5853963

Tyrone E. Duncan, Jun-Hee Moon

Publication date: 12 March 2021

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

Full work available at URL: https://doi.org/10.1109/tac.2020.2970982

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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