Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

Title
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
Authors
Keywords
-
Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 54, Issue 5, Pages 2274-2308
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2016-09-07
DOI
10.1137/15m103532x

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