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"Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for ..."

Qingmeng Wei, Zhiyong Yu (2021)

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DOI: 10.1137/20M1360517

access: closed

type: Journal Article

metadata version: 2022-02-09

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Qingmeng Wei, Zhiyong Yu:
Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients. SIAM J. Control. Optim. 59(4): 2594-2623 (2021)

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