Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

✍ Scribed by Giuseppina Guatteri; Gianmario Tessitore

• Publisher: Springer
• Year: 2007
• Tongue: English
• Weight: 580 KB
• Volume: 57
• Category: Article
• ISSN: 0095-4616
• DOI: 10.1007/s00245-007-9020-y