Linear-quadratic optimal control under non-Markovian switching (Q4607794)
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scientific article; zbMATH DE number 6850133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimal control under non-Markovian switching |
scientific article; zbMATH DE number 6850133 |
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Linear-quadratic optimal control under non-Markovian switching (English)
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14 March 2018
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linear-quadratic optimal control
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optimal control with stochastic coefficients
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Riccati backward stochastic differential equations (Riccati BSDE)
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