A direct approach to linear-quadratic stochastic control (Q4554795)
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scientific article; zbMATH DE number 6976010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A direct approach to linear-quadratic stochastic control |
scientific article; zbMATH DE number 6976010 |
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A direct approach to linear-quadratic stochastic control (English)
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9 November 2018
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linear-quadratic Gaussian control
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Riccati equation for optimization
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stochastic control
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0.94798386
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0.9396175
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0.9360108
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0.93467176
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0.9328062
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0.93264335
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0.92806005
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0.92725617
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