Singular Linear Quadratic Optimal Control Problem for Stochastic Nonregular Descriptor Systems (Q4620336)
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scientific article; zbMATH DE number 7015614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Linear Quadratic Optimal Control Problem for Stochastic Nonregular Descriptor Systems |
scientific article; zbMATH DE number 7015614 |
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Singular Linear Quadratic Optimal Control Problem for Stochastic Nonregular Descriptor Systems (English)
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8 February 2019
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LQ optimal control
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nonregular descriptor systems
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stochastic systems
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dynamic programming principle
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