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M-measurements indefinite linear quadratic optimal control for bilinear stochastic systems with multiplicative noises - MaRDI portal

M-measurements indefinite linear quadratic optimal control for bilinear stochastic systems with multiplicative noises (Q2859880)

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scientific article; zbMATH DE number 6230296
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English
M-measurements indefinite linear quadratic optimal control for bilinear stochastic systems with multiplicative noises
scientific article; zbMATH DE number 6230296

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    19 November 2013
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    bilinear stochastic system
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    indefinite linear quadratic control
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    M-measurements feedback
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    multiplicative noise
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    M-measurements indefinite linear quadratic optimal control for bilinear stochastic systems with multiplicative noises (English)
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