Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically (Q6066105)
From MaRDI portal
scientific article; zbMATH DE number 7765800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically |
scientific article; zbMATH DE number 7765800 |
Statements
Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically (English)
0 references
15 November 2023
0 references
algebraic Riccati equations
0 references
stochastic control
0 references
linear-quadratic optimal control
0 references
left semi-tensor product
0 references
Toeplitz
0 references
symplectic
0 references
0 references
0 references
