Linear quadratic Pareto optimal control problem of stochastic singular systems (Q509402)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Linear quadratic Pareto optimal control problem of stochastic singular systems |
scientific article; zbMATH DE number 6682487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic Pareto optimal control problem of stochastic singular systems |
scientific article; zbMATH DE number 6682487 |
Statements
Linear quadratic Pareto optimal control problem of stochastic singular systems (English)
0 references
9 February 2017
0 references
finite horizon linear quadratic (LQ) Pareto optimal control problem
0 references
stochastic singular systems
0 references
generalized differential Riccati equations (GDREs)
0 references
weighting sum optimal control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.94532734
0 references
0.94191194
0 references
0.93592924
0 references
0.9289025
0 references
