On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case (Q6551500)
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scientific article; zbMATH DE number 7861222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case |
scientific article; zbMATH DE number 7861222 |
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On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case (English)
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7 June 2024
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generalized Riccati equations
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infinite horizon
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piecewise constant controls
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stochastic linear quadratic optimal control
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