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DOI10.16205/J.CNKI.CAMA.2019.0031zbMath1463.93021MaRDI QIDQ3306285

Publication date: 12 August 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

controllability Riccati equations LQ optimal control Possion random measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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