Stochastic linear quadratic optimal control problem with terminal state constraints (Q6583412)
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scientific article; zbMATH DE number 7892570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control problem with terminal state constraints |
scientific article; zbMATH DE number 7892570 |
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Stochastic linear quadratic optimal control problem with terminal state constraints (English)
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6 August 2024
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Lagrange multiplier method
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multiplicative noise
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stochastic LQ control
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stochastic maximum principle
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terminal state constraint
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