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Well-Posedness of Stochastic Riccati Equations and Closed-Loop Solvability for Stochastic Linear Quadratic Optimal Control Problems
Journal of Differential Equations
- United States
doi 10.1016/j.jde.2019.01.008
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Categories
Applied Mathematics
Analysis
Date
June 1, 2019
Authors
Qi Lü
Publisher
Elsevier BV
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