Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost (Q6160483)
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scientific article; zbMATH DE number 7683792
Language | Label | Description | Also known as |
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English | Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost |
scientific article; zbMATH DE number 7683792 |
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Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost (English)
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10 May 2023
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optimal stochastic control
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opposite weights for control and state variables
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