Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control.

Wed, 01 Jan 2020 00:00:00 +0100

Huanjun Zhang, Zhiguo Yan:
Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control. Appl. Math. Comput. 369 (2020)