Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon (Q4652575)
From MaRDI portal
scientific article; zbMATH DE number 2139117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon |
scientific article; zbMATH DE number 2139117 |
Statements
Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon (English)
0 references
28 February 2005
0 references
stochastic linear-quadratic control
0 references
infinite time horizon
0 references
constrained control
0 references
cone
0 references
(conic) stabilizability
0 references
well-posedness
0 references
extended algebraic Riccati equations
0 references
