On the Riccati equations of stochastic control (Q4028858)
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 140442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the Riccati equations of stochastic control |
scientific article; zbMATH DE number 140442 |
Statements
28 March 1993
0 references
stochastic quadratic control
0 references
partial information
0 references
Riccati equation
0 references
0.8668283224105835
0 references
0.8388763070106506
0 references
On the Riccati equations of stochastic control (English)
0 references
[For the entire collection see Zbl 0752.00054.] The present paper deals with a stochastic quadratic control problem under partial information. Issues concerning sufficient conditions for existence of a unique bounded solution of the Riccati equation of stochastic control and a stabilizing compensator are discussed.
0 references
