Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems |
scientific article |
Statements
Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (English)
0 references
23 April 2019
0 references
stochastic linear quadratic control problem
0 references
stochastic evolution equation
0 references
closed-loop solvability
0 references
Riccati equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
