Equivalent cost functionals and stochastic linear quadratic optimal control problems

Author: Yu Zhiyong  

Publisher: Edp Sciences

E-ISSN: 1262-3377|19|1|78-90

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.19, Iss.1, 2013-02, pp. : 78-90

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Abstract