A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

Levajković, Tijana; Mena, Hermann; Tuffaha, Amjad

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Title:	A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces
Authors:	Levajković, Tijana ; Mena, Hermann; Tuffaha, Amjad
Issue Date:	2016
Publication:	Applied Mathematics and Optimization
ISSN:	0095-4616 Applied Mathematics and Optimization Search Idenfier
Type:	Article
Collation:	vol. 75 br. 3 str. 499-523
DOI:	10.1007/s00245-016-9339-3
WoS-ID:	000400350600006
Scopus-ID:	2-s2.0-84960441743
URI:	https://enauka.gov.rs/handle/123456789/210115
Metadata source:	Migrirano iz RIS podataka
M-category:	21M21

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