Infinite horizon linear quadratic Pareto game of the stochastic singular systems
DOI10.1016/j.jfranklin.2018.04.025zbMath1390.93870OpenAlexW2802881426WikidataQ129960869 ScholiaQ129960869MaRDI QIDQ1644295
Weihai Zhang, Tianliang Zhang, Yaning Lin
Publication date: 21 June 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.04.025
optimal controlstochastic singular systemsgeneralized algebraic Riccati equation (GARE)linear quadratic (LQ) Pareto gamenecessary and sufficient condition for the solvabilitystochastic LQ optimization problem
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Optimality conditions for problems involving randomness (49K45)
Related Items (12)
Cites Work
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