Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems   This paper is concerned with a backward stochastic linear-quadratic (LQ, for
short) optimal control problem with deterministic coefficients. The weighting
matrices are allowed to be indefinite, and cross-product terms in the control
and state processes are present in the cost functional. Based on a Hilbert
space method, necessary and sufficient conditions are derived for the
solvability of the problem, and a general approach for constructing optimal
controls is developed. The crucial step in this construction is to establish
the solvability of a Riccati-type equation, which is accomplished under a
fairly weak condition by investigating the connection with forward stochastic
LQ optimal control problems.

28
The categories of this paper are: alg-geom
27
The categories of this paper are: comp-gas
20
The categories of this paper are: acc-phys
30
The categories of this paper are: q-alg
5
The categories of this paper are: gr-qc
7
The categories of this paper are: hep-th
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
1
The categories of this paper are: cs
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
14
The categories of this paper are: math-ph
18
The categories of this paper are: econ
0
The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
15
The categories of this paper are: nucl-ex