@article{COCV_2013__19_1_78_0, author = {Yu, Zhiyong}, title = {Equivalent cost functionals and stochastic linear quadratic optimal control problems}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {78--90}, publisher = {EDP-Sciences}, volume = {19}, number = {1}, year = {2013}, doi = {10.1051/cocv/2011206}, mrnumber = {3023061}, zbl = {1258.93129}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2011206/} }