Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for a linear quadratic problem with a stochastic time scale |
scientific article |
Statements
Optimal control for a linear quadratic problem with a stochastic time scale (English)
0 references
23 June 2021
0 references
linear quadratic controller
0 references
stochastic time scale
0 references
long-run average
0 references
0 references
0 references
