Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993)
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scientific article; zbMATH DE number 6858108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations |
scientific article; zbMATH DE number 6858108 |
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Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (English)
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11 April 2018
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stochastic linear-quadratic problem
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Hamiltonian system
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Riccati equation
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Poisson process
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indefinite case
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