Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming (Q4652244)
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scientific article; zbMATH DE number 2138659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming |
scientific article; zbMATH DE number 2138659 |
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Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming (English)
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25 February 2005
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stochastic linear-quadratic control
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semidefinite programming
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complementary duality
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mean-square stability
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generalized Riccati equation
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