Indefinite Stochastic Riccati Equations
type: Item
instance of: scholarly article
title: Indefinite Stochastic Riccati Equations
zbMATH Open document ID: 1039.60058
DOI: 10.1137/S0363012901391330
author: Ying Hu
author: Xun Yu Zhou
published in: SIAM Journal on Control and Optimization
publication date: 2004-01-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 2024255
zbMATH Keywords: stochastic Riccati equation
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: stochastic linear-quadratic optimal control
MaRDI profile type: Publication
full work available at URL: s0363012901391330
OpenAlex ID: W1974162151
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description: scientific article; zbMATH DE number 2024255