Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation (Q3143255): Difference between revisions
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Latest revision as of 19:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation |
scientific article |
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Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation (English)
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29 November 2012
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stochastic algebraic Riccati equation
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linear matrix inequality
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stochastic linear-quadratic control problem
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generalized convex feasible set
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fixed-point set
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nonexpansive mapping
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fixed-point optimization algorithm
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