Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (Q3461687)
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scientific article; zbMATH DE number 6532232
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| English | Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems |
scientific article; zbMATH DE number 6532232 |
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Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (English)
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15 January 2016
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indefinite stochastic LQ control
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discrete-time stochastic systems
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generalized algebraic Riccati equation
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linear matrix inequality
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semidefinite programming
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0.95141774
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0.9454262
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0.9421569
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0.94152117
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0.9411226
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0.93912363
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0.93378395
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