Linear stochastic control with constraints (Q3221861)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Linear stochastic control with constraints |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear stochastic control with constraints |
scientific article |
Statements
Linear stochastic control with constraints (English)
0 references
1984
0 references
linear stochastic control
0 references
quadratic cost
0 references
average quadratic constraint
0 references
approximate solution
0 references