Stochastic linear quadratic control problem of switching systems with constraints (Q265681): Difference between revisions

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Property / DOI: 10.1186/s13660-016-1046-8 / rank
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Property / Mathematics Subject Classification ID: 93E20 / rank
 
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Property / Mathematics Subject Classification ID: 49K45 / rank
 
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Property / Mathematics Subject Classification ID: 93C05 / rank
 
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Property / Mathematics Subject Classification ID: 60H15 / rank
 
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Property / Mathematics Subject Classification ID: 49N10 / rank
 
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Property / zbMATH DE Number: 6562553 / rank
 
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stochastic linear system
Property / zbMATH Keywords: stochastic linear system / rank
 
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Property / zbMATH Keywords
 
conditions of optimality
Property / zbMATH Keywords: conditions of optimality / rank
 
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switching systems
Property / zbMATH Keywords: switching systems / rank
 
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transversality conditions
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Property / full work available at URL: https://doi.org/10.1186/s13660-016-1046-8 / rank
 
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Latest revision as of 13:02, 9 December 2024

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Stochastic linear quadratic control problem of switching systems with constraints
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    Stochastic linear quadratic control problem of switching systems with constraints (English)
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    4 April 2016
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    stochastic linear system
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    conditions of optimality
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    switching systems
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    transversality conditions
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