Discrete-Time Stochastic LQ Optimal Control Problem with Random Coefficients.
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| Title: | Discrete-Time Stochastic LQ Optimal Control Problem with Random Coefficients. |
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| 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 |
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| DOI: | 10.1007/s42967-024-00462-2 |