On the stochastic linear quadratic control problem with piecewise constant admissible controls
DOI10.1016/J.JFRANKLIN.2019.10.036zbMATH Open1430.93218OpenAlexW2987780364MaRDI QIDQ2297398FDOQ2297398
Authors: Vasile Dragan, Ivan Ganchev Ivanov 
Publication date: 20 February 2020
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.10.036
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Linear-quadratic optimal control problems (49N10) Attainable sets, reachability (93B03) Sampled-data control/observation systems (93C57) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
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Cited In (3)
- Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling
- Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
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