Linear-quadratic optimal control under non-Markovian switching
Confortola, Fulvia, Fuhrman, Marco, Guatteri, Giuseppina, Tessitore, GianmarioVolume:
36
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2017.1381624
Date:
January, 2018
File:
PDF, 1.06 MB
english, 2018