Robust optimal control for minimax stochastic linear quadratic problem (Q4803167): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00207170210156242 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2028330876 / rank | |||
Normal rank |
Revision as of 22:25, 19 March 2024
scientific article; zbMATH DE number 1890944
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust optimal control for minimax stochastic linear quadratic problem |
scientific article; zbMATH DE number 1890944 |
Statements
Robust optimal control for minimax stochastic linear quadratic problem (English)
0 references
2002
0 references
robust maximum principle
0 references
minimax optimal control
0 references
Riccati equation
0 references
linear quadratic control
0 references
controlled drift
0 references