Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912): Difference between revisions
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| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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| Property / Mathematics Subject Classification ID: 49N10 / rank | |||
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| Property / Mathematics Subject Classification ID: 93C55 / rank | |||
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| Property / zbMATH DE Number: 6728482 / rank | |||
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discrete-time stochastic systems | |||
| Property / zbMATH Keywords: discrete-time stochastic systems / rank | |||
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linear quadratic optimal control | |||
| Property / zbMATH Keywords: linear quadratic optimal control / rank | |||
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linear terminal constraint | |||
| Property / zbMATH Keywords: linear terminal constraint / rank | |||
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Lagrange multiplier theorem | |||
| Property / zbMATH Keywords: Lagrange multiplier theorem / rank | |||
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Revision as of 07:34, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control with constraint for discrete-time systems |
scientific article |
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Stochastic linear quadratic optimal control with constraint for discrete-time systems (English)
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9 June 2017
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discrete-time stochastic systems
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linear quadratic optimal control
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linear terminal constraint
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Lagrange multiplier theorem
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