On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost (Q5074419)
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scientific article; zbMATH DE number 7523557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost |
scientific article; zbMATH DE number 7523557 |
Statements
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost (English)
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9 May 2022
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stochastic linear-quadratic regulator
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pathwise optimality
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inversely proportional time-weighting of costs
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absolutely integrable state matrix
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