Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (Q3461687)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems |
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Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (English)
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15 January 2016
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indefinite stochastic LQ control
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discrete-time stochastic systems
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generalized algebraic Riccati equation
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linear matrix inequality
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semidefinite programming
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