Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
2019 ◽
Vol 267
(1)
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pp. 180-227
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2016 ◽
Vol 1
(1)
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2008 ◽
Vol 15
(9)
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pp. 755-777
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2019 ◽
Vol 39
(5)
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pp. 2785-2805
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2008 ◽
Vol 48
(10)
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pp. 1715-1745
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2016 ◽
Vol 54
(5)
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pp. 2274-2308
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2017 ◽
Vol 61
(3)
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pp. 563-576
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Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
2014 ◽
Vol 68
◽
pp. 68-75
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2021 ◽
Vol 11
(1)
◽
pp. 47-71
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2020 ◽
Vol 26
◽
pp. 41