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The Norm Optimal Control Problem for Stochastic Linear Control Systems - MaRDI portal

The Norm Optimal Control Problem for Stochastic Linear Control Systems (Q5250292)

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scientific article; zbMATH DE number 6437097
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The Norm Optimal Control Problem for Stochastic Linear Control Systems
scientific article; zbMATH DE number 6437097

    Statements

    title
    The Norm Optimal Control Problem for Stochastic Linear Control Systems (English)
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    author
    Can Zhang
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    Yan Qing Wang
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    publication date
    19 May 2015
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    zbMATH Keywords
    norm optimal control
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    stochastic linear control systems
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    controllability
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    filtration
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    Identifiers

    zbMATH DE Number
    6437097
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    OpenAlex ID
    W1987702548
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    DOI
    10.1051/COCV/2014030
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