Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions

Author(s)

    • Lü, Qi
    • Zhang, Xu

Bibliographic Information

Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions

Qi Lü, Xu Zhang

(Memoirs of the American Mathematical Society, no. 1467)

American Mathematical Society, c2024

Available at  / 3 libraries

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Note

"February 2024, volume 294, number 1467 (fourth of 5 numbers)"

Includes bibliographical references (p. 103-107)

Related Books: 1-1 of 1

Details

  • NCID
    BD06680457
  • ISBN
    • 9781470468750
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Providence, RI
  • Pages/Volumes
    v, 107 p.
  • Size
    26cm
  • Parent Bibliography ID
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