Stochastic linear-quadratic control problems with affine constraints (Q6590443)
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scientific article; zbMATH DE number 7899430
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic linear-quadratic control problems with affine constraints |
scientific article; zbMATH DE number 7899430 |
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Stochastic linear-quadratic control problems with affine constraints (English)
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21 August 2024
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stochastic control
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affine constraint
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feedback expression
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KKT condition
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0.8504273891448975
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0.8494913578033447
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0.8465356826782227
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0.8394346833229065
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