Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (Q6100435)

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scientific article; zbMATH DE number 7700155
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Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
scientific article; zbMATH DE number 7700155

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    Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (English)
    deterministic optimal
    stochastic linear quadratic control
    forward and backward stochastic difference equations
    coupled Riccati-type difference equations

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