Infinite horizon linear quadratic Pareto game of the stochastic singular systems (Q1644295)

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scientific article; zbMATH DE number 6892711
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    Infinite horizon linear quadratic Pareto game of the stochastic singular systems
    scientific article; zbMATH DE number 6892711

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      Infinite horizon linear quadratic Pareto game of the stochastic singular systems (English)
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      21 June 2018
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      linear quadratic (LQ) Pareto game
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      stochastic singular systems
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      optimal control
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      stochastic LQ optimization problem
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      necessary and sufficient condition for the solvability
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      generalized algebraic Riccati equation (GARE)
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