Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318)
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scientific article; zbMATH DE number 7337190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon |
scientific article; zbMATH DE number 7337190 |
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Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (English)
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23 April 2021
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stochastic LQ control problem
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stochastic Riccati equation
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random coefficients
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infinite time horizon
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pension fund
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