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Optimal control for controllable stochastic linear systems - MaRDI portal

Optimal control for controllable stochastic linear systems (Q5854391)

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scientific article; zbMATH DE number 7323760
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English
Optimal control for controllable stochastic linear systems
scientific article; zbMATH DE number 7323760

    Statements

    title
    Optimal control for controllable stochastic linear systems (English)
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    author
    Xiuchun Bi
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    Jingrui Sun
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    Jie Xiong
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    publication date
    17 March 2021
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    zbMATH Keywords
    linear-quadratic optimal control
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    Lagrange multiplier
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    optimal parameter
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    Riccati equation
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    Identifiers

    Mathematics Subject Classification ID
    49N10
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    93E20
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    93E24
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    93B05
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    zbMATH DE Number
    7323760
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    OpenAlex ID
    W3024471496
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    arXiv ID
    1906.03603
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    DOI
    10.1051/COCV/2020027
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