Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Author | : Qi Lü |
Publisher | : American Mathematical Society |
Total Pages | : 120 |
Release | : 2024-03-18 |
ISBN-10 | : 9781470468750 |
ISBN-13 | : 1470468751 |
Rating | : 4/5 (50 Downloads) |
Download or read book Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions written by Qi Lü and published by American Mathematical Society. This book was released on 2024-03-18 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.