On deterministic and stochastic linear quadratic control problems (Q2949286)
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scientific article; zbMATH DE number 6491733
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| English | On deterministic and stochastic linear quadratic control problems |
scientific article; zbMATH DE number 6491733 |
Statements
On Deterministic and Stochastic Linear Quadratic Control Problems (English)
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8 October 2015
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LQR
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LQG
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stochastic control
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RDEs
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SRDEs
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0.8641026020050049
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0.8423426747322083
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0.8280531167984009
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0.8180723786354065
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