On continuous-time constrained stochastic linear-quadratic control (Q2174000)
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scientific article; zbMATH DE number 7190685
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| English | On continuous-time constrained stochastic linear-quadratic control |
scientific article; zbMATH DE number 7190685 |
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On continuous-time constrained stochastic linear-quadratic control (English)
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17 April 2020
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linear quadratic regulators
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optimal control
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stochastic control
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continuous time systems
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constraints
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0.8569462299346924
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0.8539867997169495
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0.8509191274642944
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0.85089510679245
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