On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity (Q2290300)
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 7158061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity |
scientific article; zbMATH DE number 7158061 |
Statements
On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity (English)
0 references
27 January 2020
0 references
stochastic linear-quadratic regulator
0 references
anti-stability
0 references
instability
0 references
superexponential growth
0 references
Riccati equation
0 references
0 references
0 references
0 references
0 references
0 references
0.8181005716323853
0 references
0.8111124038696289
0 references
0.7944605946540833
0 references
0.7937355041503906
0 references
