Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831)
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scientific article; zbMATH DE number 7362243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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