검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
DYNAMIC PROGRAMMING FOR GENERAL LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL WITH RANDOM COEFFICIENTS Tang SJ SIAM Journal on Control and Optimization, 53(2), 1082, 2015 |
| 2 |
SOLVABILITY CONDITIONS FOR INDEFINITE LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL PROBLEMS AND ASSOCIATED STOCHASTIC RICCATI EQUATIONS Du K SIAM Journal on Control and Optimization, 53(6), 3673, 2015 |
| 3 |
General linear quadratic optimal stochastic control problems with random coefficients: Linear stochastic Hamilton systems and backward stochastic Riccati equations Tang SJ SIAM Journal on Control and Optimization, 42(1), 53, 2003 |