A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932)
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scientific article; zbMATH DE number 6759149
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| English | A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces |
scientific article; zbMATH DE number 6759149 |
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A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (English)
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10 August 2017
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stochastic linear quadratic regulator problems
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feedback control
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approximation schemes
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Riccati equations
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