Robust optimal control for minimax stochastic linear quadratic problem (Q4803167)
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scientific article; zbMATH DE number 1890944
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| default for all languages | No label defined |
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| English | Robust optimal control for minimax stochastic linear quadratic problem |
scientific article; zbMATH DE number 1890944 |
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Robust optimal control for minimax stochastic linear quadratic problem (English)
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2002
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robust maximum principle
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minimax optimal control
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Riccati equation
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linear quadratic control
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controlled drift
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0.8768835663795471
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0.8654465079307556
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0.8559685945510864
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0.8434232473373413
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