Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.automatica.2020.109169 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3048060871 / rank | |||
Normal rank | |||
Revision as of 22:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information |
scientific article |
Statements
Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (English)
0 references
5 October 2020
0 references
LQ optimal control
0 references
forward-backward stochastic differential equation
0 references
time-delay
0 references
optimal filtering
0 references
recursive utility
0 references
