Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636): Difference between revisions

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Latest revision as of 06:20, 15 July 2024

scientific article; zbMATH DE number 6846854
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English
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint
scientific article; zbMATH DE number 6846854

    Statements

    Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (English)
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    5 March 2018
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    linear quadratic control
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    stochastic terminal constraint
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    backward stochastic Riccati differential equation
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    optimal tracking
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    optimal signal process
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