Necessary conditions in stochastic linear quadratic problems and their applications
type: Item
instance of: scholarly article
title: Necessary conditions in stochastic linear quadratic problems and their applications
zbMATH Open document ID: 1401.49031
published in: Journal of Mathematical Analysis and Applications
publication date: 2018-10-18T00:00:00Z
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 6957991
zbMATH Keywords: stochastic linear quadratic problems
zbMATH Keywords: closed-loop optimal strategies
zbMATH Keywords: open-loop optimal controls
zbMATH Keywords: variational approach
author: Tianxiao Wang
MaRDI profile type: Publication
full work available at URL: j.jmaa.2018.09.013
OpenAlex ID: W2890603992
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DOI: 10.1016/J.JMAA.2018.09.013
description: scientific article; zbMATH DE number 6957991