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Cited article:

Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints

Haisen Zhang and Xianfeng Zhang
ESAIM: Control, Optimisation and Calculus of Variations 30 22 (2024)
https://doi.org/10.1051/cocv/2024003

Stochastic LQ Optimal Control With Initial and Terminal Constraints

Jingmei Liu, Juanjuan Xu, Huanshui Zhang and Minyue Fu
IEEE Transactions on Automatic Control 69 (9) 6261 (2024)
https://doi.org/10.1109/TAC.2024.3376422

Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems

Jingrui Sun, Zhen Wu and Jie Xiong
ESAIM: Control, Optimisation and Calculus of Variations 29 35 (2023)
https://doi.org/10.1051/cocv/2023033