An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630)
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scientific article; zbMATH DE number 2134960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem |
scientific article; zbMATH DE number 2134960 |
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An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (English)
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18 February 2005
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stochastic LQR problem
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iterative method
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stochastic Riccati differential equations
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