Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

Jingrui Sun, Xun Li, Jiongmin Yong. Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems. SIAM J. Control and Optimization, 54(5):2274-2308, 2016. [doi]

Abstract

Abstract is missing.