On the stochastic linear regulator problem for systems with infinite invariance (Q1315954)
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scientific article; zbMATH DE number 516803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic linear regulator problem for systems with infinite invariance |
scientific article; zbMATH DE number 516803 |
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On the stochastic linear regulator problem for systems with infinite invariance (English)
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24 March 1994
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infinite variance
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scalar discrete time stochastic systems
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Riccati equation
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Gaussian white noise
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