Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
type: Item
instance of: scholarly article
title: Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
zbMATH Open document ID: 1383.93095
author: Na Li
author: Zhen Wu
author: Zhiyong Yu
published in: Science China. Mathematics
publication date: 2018-04-11T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 49K40
zbMATH DE Number: 6858108
zbMATH Keywords: stochastic linear-quadratic problem
zbMATH Keywords: Hamiltonian system
zbMATH Keywords: Riccati equation
zbMATH Keywords: Poisson process
zbMATH Keywords: indefinite case
MaRDI profile type: Publication
full work available at URL: s11425-015-0776-6
OpenAlex ID: W2635078409
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DOI: 10.1007/S11425-015-0776-6
description: scientific article; zbMATH DE number 6858108