Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1611.06830 / rank | |||
Normal rank | |||
Revision as of 20:03, 19 April 2024
scientific article; zbMATH DE number 6846854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint |
scientific article; zbMATH DE number 6846854 |
Statements
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (English)
0 references
5 March 2018
0 references
linear quadratic control
0 references
stochastic terminal constraint
0 references
backward stochastic Riccati differential equation
0 references
optimal tracking
0 references
optimal signal process
0 references
