Linear quadratic Pareto optimal control problem of stochastic singular systems (Q509402)
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scientific article; zbMATH DE number 6682487
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| English | Linear quadratic Pareto optimal control problem of stochastic singular systems |
scientific article; zbMATH DE number 6682487 |
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Linear quadratic Pareto optimal control problem of stochastic singular systems (English)
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9 February 2017
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finite horizon linear quadratic (LQ) Pareto optimal control problem
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stochastic singular systems
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generalized differential Riccati equations (GDREs)
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weighting sum optimal control
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0.94532734
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0.94191194
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0.93592924
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0.9289025
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