Lü, Qi (Mathematician),

Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions / Qi Lü, Xu Zhang. - v, 107 pages ; 26 cm - Memoirs of the American Mathematical Society, v. 294, no. 1467 0065-9266 ; . - Memoirs of the American Mathematical Society ; v.294, no. 1467. .

"February 2024, volume 294, number 1467 (fourth of 5 numbers)."

Includes bibliographical references (pages 103-107).

1470468751 9781470468750


Mathematical optimization.
Probabilities.