Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

• 作者Giuseppina Guatteri; Gianmario Tessitore
• 卷第57卷
• 期第2期
• 印刷ISSN0095-4616
• 电子ISSN1432-0606
• 文件大小580.04KB
• 发表时间2008-04
• DOI10.1007/s00245-007-9020-y
• 页码207-235