Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls (Q4507185)
From MaRDI portal
scientific article; zbMATH DE number 1518687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls |
scientific article; zbMATH DE number 1518687 |
Statements
Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls (English)
0 references
17 October 2000
0 references
indefinite weighting matrices
0 references
stochastic LQ control
0 references
infinite time horizon
0 references
indefinite LQ problem
0 references
stochastic algebraic Riccati equation
0 references
linear matrix inequalities
0 references
computational approach
0 references
semidefinite programming
0 references
