On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion
- 1 January 1977
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 15 (1) , 1-4
- https://doi.org/10.1137/0315001
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Linear Quadratic Optimal Stochastic Control with Random CoefficientsSIAM Journal on Control and Optimization, 1976
- Conjugate convex functions in optimal stochastic controlJournal of Mathematical Analysis and Applications, 1973