A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients

Document Details

Document Type: Pub Defense Publication
Publication Date: Dec 01, 2020
Source ID: 10.1109/tac.2020.2970982

Entities

People

Jun Moon
T. E. Duncan

Organizations

Air Force Office of Scientific Research
Institute for Information and Communications Technology Planning and Evaluation
Ministry of Science and ICT
National Research Foundation of Korea
National Science Foundation