On the stability of receding horizon control for continuous-time stochastic systems (Q2440018): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1208.3830 / rank | |||
Normal rank | |||
Revision as of 07:12, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stability of receding horizon control for continuous-time stochastic systems |
scientific article |
Statements
On the stability of receding horizon control for continuous-time stochastic systems (English)
0 references
26 March 2014
0 references
receding horizon control
0 references
stochastic differential equations
0 references
stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equations
0 references
Lyapunov functions
0 references
Itô's formula
0 references
optimal investment
0 references
