Pages that link to "Item:Q2504510"
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The following pages link to On stochastic Riccati equations for the stochastic LQR problem (Q2504510):
Displaying 4 items.
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (Q2079152) (← links)
