Lqg problems with a possibly infinite final cost (Q4764886)
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scientific article; zbMATH DE number 746338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lqg problems with a possibly infinite final cost |
scientific article; zbMATH DE number 746338 |
Statements
Lqg problems with a possibly infinite final cost (English)
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2 July 1995
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linear quadratic Gaussian
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optimal control
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LQG problems
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dynamic systems
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Brownian motion process
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cost function
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quadratic control costs
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termination cost
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