Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2105525
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized differential Riccati equation and indefinite stochastic LQ control with cross term |
scientific article; zbMATH DE number 2105525 |
Statements
Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (English)
0 references
1 October 2004
0 references
stochastic optimal control
0 references
generalized differential Riccati equation
0 references
0 references
0 references
0.9595427
0 references
0.93406904
0 references
0.90685487
0 references
0.9049463
0 references
0.9037202
0 references
0 references
