Robust optimal control for minimax stochastic linear quadratic problem (Q4803167)
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scientific article; zbMATH DE number 1890944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal control for minimax stochastic linear quadratic problem |
scientific article; zbMATH DE number 1890944 |
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Robust optimal control for minimax stochastic linear quadratic problem (English)
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2002
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robust maximum principle
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minimax optimal control
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Riccati equation
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linear quadratic control
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controlled drift
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