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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Qi Lu

Current price €84.54

Original price €88.99

It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) w...
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Current price €84.54

Original price €88.99

Save 5%

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