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Book Chapter

Stochastic Linear-Quadratic Control

  • Tang D
Springer London, (2014), 1-6
DOI: 10.1007/978-1-4471-5102-9_228-1
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Abstract

In this short article, we briefly review some major historical studies and recent progress on continuous-time stochastic linear-quadratic (SLQ) control and related mean-variance (MV) hedging.

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APA

Tang, Dr. S. (2014). Stochastic Linear-Quadratic Control. In Encyclopedia of Systems and Control (pp. 1–6). Springer London. https://doi.org/10.1007/978-1-4471-5102-9_228-1

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