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On Deterministic and Stochastic Linear Quadratic Control Problems - MaRDI portal

On Deterministic and Stochastic Linear Quadratic Control Problems (Q2949286)

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On Deterministic and Stochastic Linear Quadratic Control Problems
scientific article

    Statements

    title
    On Deterministic and Stochastic Linear Quadratic Control Problems (English)
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    author
    Tijana Levajković
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    Hermann Mena
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    publication date
    8 October 2015
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    zbMATH Keywords
    LQR
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    LQG
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    stochastic control
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    RDEs
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    SRDEs
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    Identifiers

    Mathematics Subject Classification ID
    34H05
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    93B40
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    49J55
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    15A24
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    zbMATH DE Number
    6491733
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    OpenAlex ID
    W2311489761
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