"Stochastic Linear-Quadratic Optimal Control Problems with Random ..."

Jiaqiang Wen et al. (2023)

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DOI: 10.1137/22M1481415

access: closed

type: Journal Article

metadata version: 2023-08-18

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Jiaqiang Wen, Xun Li, Jie Xiong, Xin Zhang:
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System. SIAM J. Control. Optim. 61(2): 949-979 (2023)

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