Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon
Crossref DOI link: https://doi.org/10.1007/s00245-017-9402-8
Published Online: 2017-02-23
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Jingrui
Yong, Jiongmin
License valid from 2017-02-23