Bismut, Jean-Michel On optimal control of linear stochastic equations with a linear-quadratic criterion. (English) Zbl 0353.93052 SIAM J. Control Optimization 15, 1-4 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 7 Documents MSC: 93E20 Optimal stochastic control PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 15, 1--4 (1977; Zbl 0353.93052) Full Text: DOI