Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065)
From MaRDI portal
scientific article; zbMATH DE number 7712465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states |
scientific article; zbMATH DE number 7712465 |
Statements
Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (English)
0 references
13 July 2023
0 references
stochastic linear quadratic optimal control problem
0 references
expectation-type linear equality constraint
0 references
Lagrangian duality
0 references
Riccati equation
0 references
Kalman-type rank condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
