Completion-of-squares: revisited and extended

DOI10.1016/j.sysconle.2011.06.009zbMath1226.93142MaRDI QIDQ643690

Li Qiu, De-Xin Wang, 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

zbMATH Keywords

performance optimization; performance potential; completion-of-squares; direct-comparison approach

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E20: Optimal stochastic control

49N10: Linear-quadratic optimal control problems

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