Discrete-Time Stochastic LQ Optimal Control Problem with Random Coefficients.

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Bibliographic Details
Title: Discrete-Time Stochastic LQ Optimal Control Problem with Random Coefficients.
Authors: Wu, Yiwei1 (AUTHOR) 13373813565@163.com, Tang, Maoning2 (AUTHOR) tmorning@zjhu.edu.cn, Meng, Qingxin2 (AUTHOR) mqx@zjhu.edu.cn
Source: Communications on Applied Mathematics & Computation. Apr2026, Vol. 8 Issue 2, p640-663. 24p.
Database: Mathematics Source
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ISSN:20966385
DOI:10.1007/s42967-024-00462-2