An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem (Q3783190)
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scientific article; zbMATH DE number 4045620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem |
scientific article; zbMATH DE number 4045620 |
Statements
An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem (English)
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1986
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variational approach
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optimality conditions
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discrete-time linear quadratic adaptive stochastic optimal control
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algorithm
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0.94156605
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0.93871725
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0.9281827
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0.92542976
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0.9196135
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0.9194416
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