ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (Q3487259): Difference between revisions
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Property / DOI: 10.1002/mana.19901450111 / rank | |||
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Property / author: Constantin Tudor / rank | |||
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Property / author: Constantin Tudor / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / full work available at URL: https://doi.org/10.1002/mana.19901450111 / rank | |||
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Property / OpenAlex ID: W2070510995 / rank | |||
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Property / cites work: Semimartingales: A course on stochastic processes / rank | |||
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Property / cites work: Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales / rank | |||
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Property / DOI: 10.1002/MANA.19901450111 / rank | |||
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Latest revision as of 09:26, 21 December 2024
scientific article
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English | ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem |
scientific article |
Statements
ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (English)
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1990
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stochastic linear regulator problem
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stochastic evolution equations
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\(\epsilon \) -optimal
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