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Mixed L<sub>2</sub>and L<sub>∞</sub>problems by weight selection in quadratic optimal control - MaRDI portal

Mixed L<sub>2</sub>and L<sub>∞</sub>problems by weight selection in quadratic optimal control (Q5202906)

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scientific article; zbMATH DE number 4197862
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English
Mixed L<sub>2</sub>and L<sub>∞</sub>problems by weight selection in quadratic optimal control
scientific article; zbMATH DE number 4197862

    Statements

    Mixed L<sub>2</sub>and L<sub>∞</sub>problems by weight selection in quadratic optimal control (English)
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    1991
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    linear quadratic impulse
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    stochastic LQG problem
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