Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon

✍ Scribed by M.Ait Rami; Xun Yu Zhou; J.B. Moore

• Book ID: 104300277
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 119 KB
• Volume: 41
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(00)00046-3