Stochastic LQ control with extra measurability restriction (Q6595008)
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scientific article; zbMATH DE number 7903344
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic LQ control with extra measurability restriction |
scientific article; zbMATH DE number 7903344 |
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Stochastic LQ control with extra measurability restriction (English)
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29 August 2024
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multiplicative noise systems
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optimal control
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stochastic maximum principle
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stochastic systems
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0.7894232273101807
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0.7865447402000427
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0.781603217124939
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0.7776460647583008
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0.7739025354385376
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