Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463)
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scientific article; zbMATH DE number 7734407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems |
scientific article; zbMATH DE number 7734407 |
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Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (English)
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5 September 2023
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indefinite
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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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