Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation (Q3143255): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:52, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation |
scientific article |
Statements
Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation (English)
0 references
29 November 2012
0 references
stochastic algebraic Riccati equation
0 references
linear matrix inequality
0 references
stochastic linear-quadratic control problem
0 references
generalized convex feasible set
0 references
fixed-point set
0 references
nonexpansive mapping
0 references
fixed-point optimization algorithm
0 references