Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls

• Autores: Jingrui Sun, Jie Xiong, Jiongmin Yong
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 31, Nº. 1, 2021, págs. 460-499
• Idioma: inglés
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