Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715)
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scientific article; zbMATH DE number 6552014
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| English | Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise |
scientific article; zbMATH DE number 6552014 |
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Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (English)
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8 March 2016
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multi-channel
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generalized Riccati equation
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LQR
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multiplicative noise
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convergence
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0.8599103689193726
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0.8400387167930603
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0.8241102695465088
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0.817906379699707
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