Linear quadratic Pareto optimal control problem of stochastic singular systems
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Publication:509402
DOI10.1016/j.jfranklin.2016.11.021zbMath1355.93215OpenAlexW2559575112MaRDI QIDQ509402
Weihai Zhang, Yaning Lin, Ling-Rong Xue
Publication date: 9 February 2017
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.11.021
stochastic singular systemsfinite horizon linear quadratic (LQ) Pareto optimal control problemgeneralized differential Riccati equations (GDREs)weighting sum optimal control
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