Characterization of Optimal Feedback for SLQ with General Filtration
One of the fundamental issues in Control Theory is to design feedback controls. Which is well achieved in the case of linear quadratic control problems. To date, the study of this problem in the stochastic setting is focused much on the natural filtration. In this paper, we utilize the notion of tra...
Na minha lista:
| Hovedforfatter: | |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Editorial Department of Journal of Sichuan University (Natural Science Edition)
2018-01-01
|
| Serier: | 四川大学学报. 自然科学版 |
| Fag: | |
| Online adgang: | http://science.scu.edu.cn/thesisDetails?columnId=45828697&Fpath=home&index=0 |
| Tags: |
Ingen Tags, Vær først til at tagge denne postø!
|