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On stochastic Riccati equations for the stochastic LQR problem - MaRDI portal

On stochastic Riccati equations for the stochastic LQR problem (Q2504510)

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On stochastic Riccati equations for the stochastic LQR problem
scientific article

    Statements

    title
    On stochastic Riccati equations for the stochastic LQR problem (English)
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    author
    Jinghao Zhu
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    publication date
    25 September 2006
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    zbMATH Keywords
    stochastic Riccati equation
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    linear quadratic regulator
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    Brownian motion
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    Identifiers

    zbMATH DE Number
    5056960
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    OpenAlex ID
    W2072287534
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