scientific article; zbMATH DE number 6310896
From MaRDI portal
Publication:4980117
zbMath1299.93296MaRDI QIDQ4980117
Publication date: 30 June 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum principleRiccati equationstochastic \(H_2/H_\infty\) controlforward backward stochastic differential equation
(H^infty)-control (93B36) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
This page was built for publication:
