Study on indefinite stochastic linear quadratic optimal control with inequality constraint

DOI10.1155/2013/805829zbMath1397.93237OpenAlexW2074660996WikidataQ59004581 ScholiaQ59004581MaRDI QIDQ1791325

Guiling Li, Weihai Zhang

Publication date: 10 October 2018

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

Full work available at URL: https://doi.org/10.1155/2013/805829

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Existence of optimal solutions to problems involving randomness (49J55)

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