Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system |
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Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (English)
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23 September 2021
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linear quadratic optimal control
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Markovian regime switching
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Riccati equations
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open-loop solvability
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closed-loop solvability
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