Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157)
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scientific article; zbMATH DE number 2105525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized differential Riccati equation and indefinite stochastic LQ control with cross term |
scientific article; zbMATH DE number 2105525 |
Statements
Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (English)
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1 October 2004
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stochastic optimal control
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generalized differential Riccati equation
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0.9595427
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0.93406904
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0.90685487
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0.9049463
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0.9037202
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