Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0804.4362 / rank | |||
Normal rank |
Revision as of 19:42, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients |
scientific article |
Statements
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (English)
0 references
6 May 2009
0 references
linear and affine quadratic optimal stochastic control
0 references
random and stationary coefficients
0 references
ergodic control
0 references
backward stochastic Riccati equation
0 references