On the stochastic linear quadratic control problem with piecewise constant admissible controls

Published 2019 View Full Article

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Title
On the stochastic linear quadratic control problem with piecewise constant admissible controls
Authors
Keywords
-
Journal
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-11-13
DOI
10.1016/j.jfranklin.2019.10.036

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