Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon
type: Item
instance of: scholarly article
title: Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon
zbMATH Open document ID: 1461.93550
author: Jiangyan Pu
author: Qi Zhang
published in: Applied Mathematics and Optimization
publication date: 2021-04-23T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7337190
zbMATH Keywords: stochastic LQ control problem
zbMATH Keywords: stochastic Riccati equation
zbMATH Keywords: random coefficients
zbMATH Keywords: infinite time horizon
zbMATH Keywords: pension fund
MaRDI profile type: Publication
full work available at URL: s00245-019-09576-z
OpenAlex ID: W2943451194
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Wikidata QID: Q127973557
DOI: 10.1007/S00245-019-09576-Z
description: scientific article; zbMATH DE number 7337190