"On the stochastic linear quadratic control problem with piecewise constant ..."

Vasile Dragan, Ivan Ganchev Ivanov (2020)

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DOI: 10.1016/J.JFRANKLIN.2019.10.036

access: closed

type: Journal Article

metadata version: 2020-03-04

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Vasile Dragan, Ivan Ganchev Ivanov:
On the stochastic linear quadratic control problem with piecewise constant admissible controls. J. Frankl. Inst. 357(3): 1532-1559 (2020)

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