Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420)
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scientific article; zbMATH DE number 6869145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution to stochastic LQ control problem for Itô systems with state delay or input delay |
scientific article; zbMATH DE number 6869145 |
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Solution to stochastic LQ control problem for Itô systems with state delay or input delay (English)
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16 May 2018
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LQ control
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state delay
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input delay
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Itô stochastic system
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value function
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