ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (Q3487259): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem |
scientific article |
Statements
ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (English)
0 references
1990
0 references
stochastic linear regulator problem
0 references
stochastic evolution equations
0 references
\(\epsilon \) -optimal
0 references
