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Indefinite Stochastic Riccati Equations - MaRDI portal

Indefinite Stochastic Riccati Equations (Q4442976)

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scientific article; zbMATH DE number 2024255
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Indefinite Stochastic Riccati Equations
scientific article; zbMATH DE number 2024255

    Statements

    title
    Indefinite Stochastic Riccati Equations (English)
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    author
    Ying Hu
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    Xun Yu Zhou
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    publication date
    8 January 2004
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    zbMATH DE Number
    2024255
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    zbMATH Keywords
    stochastic Riccati equation
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    backward stochastic differential equation
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    stochastic linear-quadratic optimal control
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    OpenAlex ID
    W1974162151
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