Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon |
scientific article |
Statements
Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (English)
0 references
26 October 2000
0 references
stochastic linear-quadratic control
0 references
well-posedness
0 references
indefinite cost weighting matrices
0 references
generalized algebraic Riccati equation
0 references
maximal solution
0 references
stabilizing solution
0 references
linear matrix inequality
0 references
semidefinite programming
0 references
0 references
0 references
