Minimization of Risk and Linear Quadratic Optimal Control Theory (Q4443032)
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scientific article; zbMATH DE number 2024313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimization of Risk and Linear Quadratic Optimal Control Theory |
scientific article; zbMATH DE number 2024313 |
Statements
Minimization of Risk and Linear Quadratic Optimal Control Theory (English)
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8 January 2004
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minimization of risk
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linear-quadratic stochastic control
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nonlinear backward stochastic Riccati equation
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BMO-martingale
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