scientific article; zbMATH DE number 7592792
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Publication:5868988
DOI10.16205/j.cnki.cama.2021.0026MaRDI QIDQ5868988
Publication date: 27 September 2022
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
necessary optimality conditionsstochastic linear quadratic problemsbackward stochastic Riccati equationsclosed-loop optimal strategy
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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