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General indefinite backward stochastic linear-quadratic optimal control problems - MaRDI portal

General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595)

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scientific article; zbMATH DE number 7538053
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General indefinite backward stochastic linear-quadratic optimal control problems
scientific article; zbMATH DE number 7538053

    Statements

    title
    General indefinite backward stochastic linear-quadratic optimal control problems (English)
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    author
    Jingrui Sun
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    Jiaqiang Wen
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    Jie Xiong
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    publication date
    8 June 2022
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    zbMATH Keywords
    backward stochastic differential equation
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    linear-quadratic
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    optimal control
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    Riccati equation
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    nonhomo-geneous term
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    Identifiers

    DOI
    10.1051/cocv/2022030
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    zbMATH DE Number
    7538053
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    OpenAlex ID
    W4221149767
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    Wikidata QID
    Q114011463
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    arXiv ID
    2202.13667
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