Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340)
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scientific article; zbMATH DE number 7466626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained stochastic LQ control on infinite time horizon with regime switching |
scientific article; zbMATH DE number 7466626 |
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Constrained stochastic LQ control on infinite time horizon with regime switching (English)
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31 January 2022
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stochastic LQ control
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regime switching
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infinite time horizon
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extended stochastic Riccati equation
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nonnegative solutions
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