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]
@article{SunLY16-1,
title = {Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems},
author = {Jingrui Sun and Xun Li and Jiongmin Yong},
year = {2016},
doi = {10.1137/15M103532X},
url = {http://dx.doi.org/10.1137/15M103532X},
researchr = {https://researchr.org/publication/SunLY16-1},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {54},
number = {5},
pages = {2274-2308},
}