On the LQG theory with bounded control (Q601741)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the LQG theory with bounded control |
scientific article |
Statements
On the LQG theory with bounded control (English)
0 references
29 October 2010
0 references
optimal control
0 references
stochastic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
asymptotic behavior
0 references
0 references