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Optimal control for a linear quadratic problem with a stochastic time scale - MaRDI portal

Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831)

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scientific article; zbMATH DE number 7362243
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Optimal control for a linear quadratic problem with a stochastic time scale
scientific article; zbMATH DE number 7362243

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    Optimal control for a linear quadratic problem with a stochastic time scale (English)
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    23 June 2021
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    linear quadratic controller
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    stochastic time scale
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    long-run average
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