Stochastic Linear-Quadratic Control via Semidefinite Programming (Q2753230): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear-Quadratic Control via Semidefinite Programming |
scientific article |
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Stochastic Linear-Quadratic Control via Semidefinite Programming (English)
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29 October 2001
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stochastic LQ control
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semidefinite programming
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complementary duality
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mean-square stability
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generalized Riccati equation
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