A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints

zbMath0839.93080MaRDI QIDQ1899666

V. A. Yakubovich, Nikolai G. Dokuchaev

Publication date: 19 October 1995

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Lagrange multiplierlinear-quadratic stochastic controlperfect state measurements

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (1)

Theory of optimal control in the works of V.A. Yakubovich

This page was built for publication: A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints