scientific article; zbMATH DE number 1226413
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Publication:4220509
zbMath0914.93071MaRDI QIDQ4220509
Publication date: 25 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
backward stochastic differential equationsergodic controlperiodic controlinfinite horizon problemsquadratic control problems
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Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
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