On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity (Q2290300): Difference between revisions
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Latest revision as of 09:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity |
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On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity (English)
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27 January 2020
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stochastic linear-quadratic regulator
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anti-stability
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instability
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superexponential growth
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Riccati equation
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