Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (Q6100435)
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scientific article; zbMATH DE number 7700155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients |
scientific article; zbMATH DE number 7700155 |
Statements
Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (English)
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22 June 2023
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deterministic optimal
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stochastic linear quadratic control
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forward and backward stochastic difference equations
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coupled Riccati-type difference equations
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