Solution to stochastic LQR problem with multiple inputs (Q2398843)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solution to stochastic LQR problem with multiple inputs |
scientific article |
Statements
Solution to stochastic LQR problem with multiple inputs (English)
0 references
21 August 2017
0 references
Itô
0 references
stochastic system
0 references
multiple inputs
0 references
Riccati equation
0 references
stochastic LQR
0 references
0 references
0 references
0 references