Design of a new linear quadratic stochastic optimal controller (Q3610233)
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scientific article; zbMATH DE number 5524988
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| default for all languages | No label defined |
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| English | Design of a new linear quadratic stochastic optimal controller |
scientific article; zbMATH DE number 5524988 |
Statements
6 March 2009
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backward stochastic differential
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optimal control
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Riccati equation
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0.859549343585968
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0.8543701767921448
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0.8348751068115234
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0.8342563509941101
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