Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises |
scientific article |
Statements
Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (English)
0 references
12 March 2013
0 references
mean-variance control
0 references
Markov jump systems
0 references
multiplicative noises
0 references
stochastic optimal control
0 references
Riccati equations
0 references
