Delayed Optimal Control of Stochastic LQ Problem (Q4588843)
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scientific article; zbMATH DE number 6802483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Delayed Optimal Control of Stochastic LQ Problem |
scientific article; zbMATH DE number 6802483 |
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Delayed Optimal Control of Stochastic LQ Problem (English)
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2 November 2017
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stochastic linear-quadratic optimal control
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transmission delay
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forward-backward stochastic difference equation
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convexity
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