Stochastic linear quadratic control problem on time scales

DOI10.1155/2021/5743014zbMath1465.93231OpenAlexW3145131265MaRDI QIDQ2662994

Guangyan Jia, Yingjun Zhu

Publication date: 15 April 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/5743014

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Dynamic equations on time scales or measure chains (34N05)

Related Items (2)

Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales

Cites Work

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