Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty (Q6115934)
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scientific article; zbMATH DE number 7725482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty |
scientific article; zbMATH DE number 7725482 |
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Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty (English)
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10 August 2023
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stochastic system
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linear quadratic regulation
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orthogonal decomposition
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indefinite weight cost
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multiplicative noise
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