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scientific article; zbMATH DE number 7366746

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Publication:4996622
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zbMath1474.49041MaRDI QIDQ4996622

Chaozhu Hu, He-Ping Ma

Publication date: 1 July 2021


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

zbMATH Keywords

optimal controlstochastic singular systemstochastic generalized coupled differential Riccati equation


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55)








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