Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon (Q4652575)
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scientific article; zbMATH DE number 2139117
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| English | Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon |
scientific article; zbMATH DE number 2139117 |
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Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon (English)
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28 February 2005
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stochastic linear-quadratic control
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infinite time horizon
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constrained control
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cone
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(conic) stabilizability
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well-posedness
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extended algebraic Riccati equations
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0.8928877115249634
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0.8877341747283936
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0.8823014497756958
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0.8663271069526672
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