Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (Q3203604)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales |
scientific article |
Statements
Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (English)
0 references
1990
0 references
Riccati integral equations
0 references
convergence of approximate solutions
0 references
0 references
