Robust optimal control for minimax stochastic linear quadratic problem (Q4803167)
From MaRDI portal
scientific article; zbMATH DE number 1890944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal control for minimax stochastic linear quadratic problem |
scientific article; zbMATH DE number 1890944 |
Statements
Robust optimal control for minimax stochastic linear quadratic problem (English)
0 references
2002
0 references
robust maximum principle
0 references
minimax optimal control
0 references
Riccati equation
0 references
linear quadratic control
0 references
controlled drift
0 references
