Stochastic linear quadratic control problem of switching systems with constraints (Q265681)
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scientific article; zbMATH DE number 6562553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic control problem of switching systems with constraints |
scientific article; zbMATH DE number 6562553 |
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Stochastic linear quadratic control problem of switching systems with constraints (English)
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4 April 2016
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stochastic linear system
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conditions of optimality
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switching systems
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transversality conditions
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