Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121)
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scientific article; zbMATH DE number 7168377
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| English | Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs |
scientific article; zbMATH DE number 7168377 |
Statements
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (English)
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17 February 2020
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stochastic LQ
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differential/algebraic Riccati equation
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mixed deterministic and random control
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singular LQ
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infinite-horizon
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0.8672297596931458
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0.8435555100440979
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0.8416822552680969
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0.836616039276123
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0.8068677186965942
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