Document Zbl 1364.49044

Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem. (English) Zbl 1364.49044

IEEE Trans. Autom. Control 47, No. 7, 1119-1122 (2002).

Editorial remark: No review copy delivered.

49N10	Linear-quadratic optimal control problems
93E20	Optimal stochastic control
90C20	Quadratic programming

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