The linear-quadratic stochastic optimal control problem with random horizon at finite number of events independent of states system (Q5262685)
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scientific article; zbMATH DE number 6459364
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| English | The linear-quadratic stochastic optimal control problem with random horizon at finite number of events independent of states system |
scientific article; zbMATH DE number 6459364 |
Statements
16 July 2015
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linear quadratic control
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deterministic horizon
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random horizon
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0.9731594324111938
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0.8714049458503723
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0.8651406168937683
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0.8227236866950989
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0.7952531576156616
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