Stochastic LQ control with extra measurability restriction
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Publication:6595008
DOI10.1007/s11424-024-2501-0zbMath1544.93854MaRDI QIDQ6595008
Lianfeng Song, Hong-Xia Wang, Yuxi Hu, Zixing Li
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10)
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