Study on stochastic linear quadratic optimal control with quadratic and mixed terminal state constraints

DOI10.1155/2013/674327zbMath1397.93236OpenAlexW2144600843WikidataQ59003680 ScholiaQ59003680MaRDI QIDQ1790060

Yang Hongli

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/674327

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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