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A general linear quadratic stochastic control and information value

Release time:2022-12-24|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS

Key Words:General linear quadratic control;Information value;Lyapunov-Riccati system;Randomness index;Value function

First Author:Huang, Jianhui

Document Code:1559363913368915969

Volume:516

Issue:1

Translation or Not:no

Date of Publication:2022-12-01

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Linear-quadratic optimal control for partially observed forward-backward stochastic systems with random jumps
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Linear quadratic control of backward stochastic differential equation with partial information

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