Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients (Q3566978)
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scientific article; zbMATH DE number 5719714
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| English | Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients |
scientific article; zbMATH DE number 5719714 |
Statements
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients (English)
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10 June 2010
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linear and affine quadratic optimal stochastic control
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random coefficients
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infinite horizon
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ergodic control
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backward stochastic Riccati equation
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0.9217243790626526
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0.8811479806900024
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0.8708918690681458
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