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"Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by ..."

Ying Hu, Shanjian Tang (2022)

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DOI: 10.1137/20M1351904

access: closed

type: Journal Article

metadata version: 2023-08-28

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Ying Hu, Shanjian Tang:
Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise. SIAM J. Control. Optim. 60(1): 435-457 (2022)

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