A direct approach to linear-quadratic stochastic control (Q4554795): Difference between revisions
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Property / author: Bozenna Pasik-Duncan / rank | |||
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Property / cites work: Models and methods in economics and management science. Essays in honor of Charles S. Tapiero / rank | |||
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Property / cites work: Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions / rank | |||
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Latest revision as of 08:20, 17 July 2024
scientific article; zbMATH DE number 6976010
Language | Label | Description | Also known as |
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English | A direct approach to linear-quadratic stochastic control |
scientific article; zbMATH DE number 6976010 |
Statements
A direct approach to linear-quadratic stochastic control (English)
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9 November 2018
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linear-quadratic Gaussian control
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Riccati equation for optimization
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stochastic control
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