Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219)
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scientific article; zbMATH DE number 1521716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon |
scientific article; zbMATH DE number 1521716 |
Statements
Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (English)
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26 October 2000
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stochastic linear-quadratic control
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well-posedness
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indefinite cost weighting matrices
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generalized algebraic Riccati equation
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maximal solution
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stabilizing solution
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linear matrix inequality
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semidefinite programming
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