The Stochastic Linear Quadratic Control Problem with Singular Estimates

2017 ◽  
Vol 55 (2) ◽  
pp. 595-626 ◽  
Author(s):  
Cavit Hafizoglu ◽  
Irena Lasiecka ◽  
Tijana Levajković ◽  
Hermann Mena ◽  
Amjad Tuffaha
Keyword(s):  
Control Problem ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Singular Estimates ◽  
Linear Quadratic Control Problem

scholarly journals A linear-quadratic control problem with discretionary stopping

2007 ◽  
Vol 8 (2) ◽  
pp. 261-277 ◽  
Author(s):  
Shigeaki Koike ◽  
◽  
Hiroaki Morimoto ◽  
Shigeru Sakaguchi ◽  
Keyword(s):  
Control Problem ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Discretionary Stopping ◽  
Linear Quadratic Control Problem
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