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"Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic ..."

Jingrui Sun, Xun Li, Jiongmin Yong (2016)

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DOI: 10.1137/15M103532X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jingrui Sun, Xun Li, Jiongmin Yong:
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems. SIAM J. Control. Optim. 54(5): 2274-2308 (2016)

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