Solution to a class of stochastic LQ problems with bounded control (Q2391330): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1018786 |
||
| Property / author | |||
| Property / author: Daniil V. Iourtchenko / rank | |||
Revision as of 04:01, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution to a class of stochastic LQ problems with bounded control |
scientific article |
Statements
Solution to a class of stochastic LQ problems with bounded control (English)
0 references
24 July 2009
0 references
stochastic optimal control
0 references
LQ problem
0 references
bounded control
0 references
Hamilton-Jacobi-Bellman equation
0 references
