Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636): Difference between revisions
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scientific article; zbMATH DE number 6846854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint |
scientific article; zbMATH DE number 6846854 |
Statements
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (English)
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5 March 2018
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linear quadratic control
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stochastic terminal constraint
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backward stochastic Riccati differential equation
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optimal tracking
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optimal signal process
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