An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630): Difference between revisions
From MaRDI portal
Latest revision as of 17:15, 7 June 2024
scientific article; zbMATH DE number 2134960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem |
scientific article; zbMATH DE number 2134960 |
Statements
An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (English)
0 references
18 February 2005
0 references
stochastic LQR problem
0 references
iterative method
0 references
stochastic Riccati differential equations
0 references
0 references
0 references
0 references
