Indefinite stochastic LQ problem with exponential stability degree constraint

MaRDI QIDQ5319244zbMATH OpenFDO

Authors Hongji Ma, Ting Hou, Jianmin Xing

Publication date 22 July 2009

zbMATH Keywords

attainabilitystability degreestochastic LQ problemwell-posedness

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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Cited in

(2)

• Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
• Indefinite stochastic optimal LQR control with cross term under IQ constraints.

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