Stochastic linear controlled systems with quadratic cost revisited

Authors
Krylov, NV
Citation
Nv. Krylov, Stochastic linear controlled systems with quadratic cost revisited, TRENDS MATH, 2001, pp. 207-232
Categorie Soggetti
Current Book Contents
Journal title
STOCHASTICS IN FINITE AND INFINITE DIMENSIONS → ACNP
Year of publication
2001
Pages
207 - 232
Database
ISI
SICI code