Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems

Applied Mathematics & Optimization 2026

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Authors: Jiamin Jian, Sixian Jin, Qingshuo Song, Jiongmin Yong
DOI: 10.1007/s00245-026-10397-0
Cited by: 3
References: 19

Fields of Study & Subjects

Stochastic processes and financial applications Advanced Mathematical Modeling in Engineering Optimization and Variational Analysis

Publication details

Journal / source
Applied Mathematics & Optimization
Publisher
Springer Science and Business Media LLC
Volume
93
Issue
2
Publication date
6 March 2026
Language
EN