Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:55, 5 March 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
