Robust optimal control for minimax stochastic linear quadratic problem (Q4803167): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/00207170210156242 / rank
 
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Latest revision as of 13:26, 5 June 2024

scientific article; zbMATH DE number 1890944
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English
Robust optimal control for minimax stochastic linear quadratic problem
scientific article; zbMATH DE number 1890944

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    Robust optimal control for minimax stochastic linear quadratic problem (English)
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    2002
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    robust maximum principle
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    minimax optimal control
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    Riccati equation
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    linear quadratic control
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    controlled drift
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