Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems |
scientific article; zbMATH DE number 6627348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems |
scientific article; zbMATH DE number 6627348 |
Statements
14 September 2016
0 references
linear quadratic optimal control problem
0 references
stochastic differential equation
0 references
Riccati equation
0 references
open-loop solvability
0 references
closed-loop solvability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (English)
0 references
