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Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay - MaRDI portal

Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (Q2241646)

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Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay
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    Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (English)
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    9 November 2021
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    Markov chain
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    regime switching
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    optimal homotopy analysis method
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    linear quadratic Gaussian
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    optimal control
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    viscosity solution
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