Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration (Q2992467)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6611295
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration |
scientific article; zbMATH DE number 6611295 |
Statements
10 August 2016
0 references
stochastic algebra Riccati equation
0 references
stochastic differential equation
0 references
policy iteration
0 references
optimal control
0 references
0.85089510679245
0 references
0.8490068316459656
0 references
0.8377922177314758
0 references
0.8093958497047424
0 references
0.8087395429611206
0 references
