scientific article; zbMATH DE number 7070785
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Publication:5383661
DOI10.16205/J.CNKI.CAMA.2018.0035zbMath1424.49022MaRDI QIDQ5383661
Publication date: 21 June 2019
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical methodRiccati equationindefinite stochastic LQ controlstochastic linear quadratic (LQ) optimal control
Discrete approximations in optimal control (49M25) Linear optimal control problems (49N05) Existence of optimal solutions to problems involving randomness (49J55)
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