Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

By Jingrui Sun, Jiongmin Yong. SpringerBriefs in Mathematics, 2020

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Subfields: Aerospace Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/a39c097113f6ee6611d274572baf38672eeeaeab