Stochastic linear quadratic control problem of switching systems with constraints (Q265681): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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Property / Mathematics Subject Classification ID: 93C05 / rank | |||
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Property / zbMATH DE Number: 6562553 / rank | |||
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stochastic linear system | |||
Property / zbMATH Keywords: stochastic linear system / rank | |||
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conditions of optimality | |||
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switching systems | |||
Property / zbMATH Keywords: switching systems / rank | |||
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transversality conditions | |||
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Revision as of 14:24, 27 June 2023
scientific article
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English | Stochastic linear quadratic control problem of switching systems with constraints |
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Stochastic linear quadratic control problem of switching systems with constraints (English)
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4 April 2016
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stochastic linear system
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conditions of optimality
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switching systems
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transversality conditions
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