Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281): Difference between revisions
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Revision as of 20:49, 5 March 2024
scientific article; zbMATH DE number 5585808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise |
scientific article; zbMATH DE number 5585808 |
Statements
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (English)
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23 July 2009
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mean variance control
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Markov jump systems
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multiplicative noise
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stochastic optimal control
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