Completion-of-squares: revisited and extended

DOI10.1016/J.SYSCONLE.2011.06.009zbMATH Open1226.93142OpenAlexW2072559765MaRDI QIDQ643690FDOQ643690

Authors: De-Xin Wang, Li Qiu, Cao, Xiren 

Publication date: 2 November 2011

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.06.009

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zbMATH Keywords

performance potentialperformance optimizationcompletion-of-squaresdirect-comparison approach

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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