Solution to stochastic LQR problem with multiple inputs (Q2398843)
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scientific article; zbMATH DE number 6762607
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Solution to stochastic LQR problem with multiple inputs |
scientific article; zbMATH DE number 6762607 |
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Solution to stochastic LQR problem with multiple inputs (English)
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21 August 2017
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Itô
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stochastic system
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multiple inputs
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Riccati equation
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stochastic LQR
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0.8176833987236023
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0.81484055519104
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0.8073323965072632
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0.8060133457183838
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0.805199384689331
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