Infinite horizon linear quadratic Pareto game of the stochastic singular systems (Q1644295)
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scientific article; zbMATH DE number 6892711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon linear quadratic Pareto game of the stochastic singular systems |
scientific article; zbMATH DE number 6892711 |
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Infinite horizon linear quadratic Pareto game of the stochastic singular systems (English)
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21 June 2018
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linear quadratic (LQ) Pareto game
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stochastic singular systems
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optimal control
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stochastic LQ optimization problem
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necessary and sufficient condition for the solvability
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generalized algebraic Riccati equation (GARE)
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0.9733669
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