Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

Author： Guatteri Giuseppina Tessitore Gianmario

Publisher： Springer Publishing Company

ISSN： 0095-4616

Source： Applied Mathematics and Optimization, Vol.57, Iss.2, 2008-04, pp. : 207-235

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