A linear quadratic tracking problem for stochastic systems controlled by impulses. The finite horizon time case (Q6075311)
From MaRDI portal
scientific article; zbMATH DE number 7752853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear quadratic tracking problem for stochastic systems controlled by impulses. The finite horizon time case |
scientific article; zbMATH DE number 7752853 |
Statements
A linear quadratic tracking problem for stochastic systems controlled by impulses. The finite horizon time case (English)
0 references
20 October 2023
0 references
optimal control model
0 references
Itô differential equation
0 references
backward jump matrix linear differential equation
0 references
