"Stochastic Linear Quadratic Regulators with Indefinite Control Weight ..."

Shuping Chen, Xun Yu Zhou (2000)

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DOI: 10.1137/S0363012998346578

access: closed

type: Journal Article

metadata version: 2020-07-09

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Shuping Chen, Xun Yu Zhou:
Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II. SIAM J. Control. Optim. 39(4): 1065-1081 (2000)

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