On continuous-time constrained stochastic linear-quadratic control (Q2174000)

From MaRDI portal





scientific article; zbMATH DE number 7190685
Language Label Description Also known as
default for all languages
No label defined
    English
    On continuous-time constrained stochastic linear-quadratic control
    scientific article; zbMATH DE number 7190685

      Statements

      On continuous-time constrained stochastic linear-quadratic control (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      17 April 2020
      0 references
      linear quadratic regulators
      0 references
      optimal control
      0 references
      stochastic control
      0 references
      continuous time systems
      0 references
      constraints
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers