Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost (Q6160483)
From MaRDI portal
scientific article; zbMATH DE number 7683792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost |
scientific article; zbMATH DE number 7683792 |
Statements
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost (English)
0 references
10 May 2023
0 references
optimal stochastic control
0 references
opposite weights for control and state variables
0 references
0 references
0 references
