Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights (Q4506837)
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scientific article; zbMATH DE number 1518349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights |
scientific article; zbMATH DE number 1518349 |
Statements
Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights (English)
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17 October 2000
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singular weights
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optimal control problem
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completely observable diffusion process
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integral quadratic cost
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integral quadratic constraints
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