Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994)
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scientific article; zbMATH DE number 6957991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions in stochastic linear quadratic problems and their applications |
scientific article; zbMATH DE number 6957991 |
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Necessary conditions in stochastic linear quadratic problems and their applications (English)
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18 October 2018
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stochastic linear quadratic problems
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closed-loop optimal strategies
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open-loop optimal controls
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variational approach
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