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Necessary and Sufficient Conditions of Open-Loop and Closed-Loop Solvability for Delayed Stochastic LQ Optimal Control Problems

Open-loop controller

DOI: 10.1137/23m1625482 Publication Date: 2025-05-13T08:00:35Z

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AUTHORS (4)

Weijun Meng

Jingtao Shi

Ji-Feng Zhang

Yanlong Zhao

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Necessary and Sufficient Conditions of Open-Loop and Closed-Loop Solvability for Delayed Stochastic LQ Optimal Control Problems

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