Stabilization control for Itô stochastic system with indefinite state and control weight costs (Q5027352)
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scientific article; zbMATH DE number 7469364
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| English | Stabilization control for Itô stochastic system with indefinite state and control weight costs |
scientific article; zbMATH DE number 7469364 |
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Stabilization control for Itô stochastic system with indefinite state and control weight costs (English)
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4 February 2022
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indefinite stochastic linear quadratic control
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generalised differential Riccati equation
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convergence
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stabilisation
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0.8342946171760559
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0.8312330842018127
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0.8308845162391663
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0.8242384791374207
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0.8241516351699829
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