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Constrained stochastic LQ control on infinite time horizon with regime switching - MaRDI portal

Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340)

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scientific article; zbMATH DE number 7466626
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English
Constrained stochastic LQ control on infinite time horizon with regime switching
scientific article; zbMATH DE number 7466626

    Statements

    title
    Constrained stochastic LQ control on infinite time horizon with regime switching (English)
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    author
    Ying Hu
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    Zuo Quan Xu
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    Xiao-Min Shi
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    publication date
    31 January 2022
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    zbMATH Keywords
    stochastic LQ control
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    regime switching
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    infinite time horizon
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    extended stochastic Riccati equation
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    nonnegative solutions
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    cites work
    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N10
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    60H30
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    91G10
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    zbMATH DE Number
    7466626
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    OpenAlex ID
    W3159743116
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    Wikidata QID
    Q114011508
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    arXiv ID
    2104.11960
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    DOI
    10.1051/COCV/2021110
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