Stochastic Linear-Quadratic Control via Semidefinite Programming (Q2753230)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic Linear-Quadratic Control via Semidefinite Programming |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear-Quadratic Control via Semidefinite Programming |
scientific article |
Statements
Stochastic Linear-Quadratic Control via Semidefinite Programming (English)
0 references
29 October 2001
0 references
stochastic LQ control
0 references
semidefinite programming
0 references
complementary duality
0 references
mean-square stability
0 references
generalized Riccati equation
0 references
