Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253)
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scientific article; zbMATH DE number 6143423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises |
scientific article; zbMATH DE number 6143423 |
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Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (English)
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12 March 2013
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mean-variance control
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Markov jump systems
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multiplicative noises
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stochastic optimal control
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Riccati equations
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