Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185)
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scientific article; zbMATH DE number 7315935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights |
scientific article; zbMATH DE number 7315935 |
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Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (English)
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26 February 2021
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linear-quadratic problem
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ergodic control
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indefinite quadratic cost
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invariant measure
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algebraic Riccati equation
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