@unpublished{hu:hal-04551761,
TITLE = {Stochastic optimal control of homogenous systems},
AUTHOR = {Hu, Ying and Shi, Xiaomin and Quan, Zuo},
URL = {https://hal.science/hal-04551761},
NOTE = {working paper or preprint},
YEAR = {2024},
MONTH = Apr, KEYWORDS = {Homogenous system ; stochastic LQ problems ; cone constraint ; BSDE ; existence and uniqueness ; verification theorem},
PDF = {https://hal.science/hal-04551761/file/Homogeneous240418.pdf},
HAL_ID = {hal-04551761},
HAL_VERSION = {v1},
}
Affichage BibTex