The Stochastic Linear Quadratic Control Problem with Singular Estimates

Cavit Hafizoglu, Irena Lasiecka, Tijana Levajkovic, Hermann Mena, Amjad Tuffaha. The Stochastic Linear Quadratic Control Problem with Singular Estimates. SIAM J. Control and Optimization, 55(2):595-626, 2017. [doi]

Abstract

Abstract is missing.