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Numerical solution of the finite horizon stochastic linear quadratic control problem - MaRDI portal

Numerical solution of the finite horizon stochastic linear quadratic control problem

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Publication:5355099

DOI10.1002/NLA.2091zbMATH Open1424.49037OpenAlexW2595442784MaRDI QIDQ5355099

Author name not available (Why is that?)

Publication date: 6 September 2017

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2091



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