Stochastic linear-quadratic control problems with affine constraints (Q6590443)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic linear-quadratic control problems with affine constraints |
scientific article; zbMATH DE number 7899430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear-quadratic control problems with affine constraints |
scientific article; zbMATH DE number 7899430 |
Statements
Stochastic linear-quadratic control problems with affine constraints (English)
0 references
21 August 2024
0 references
stochastic control
0 references
affine constraint
0 references
feedback expression
0 references
KKT condition
0 references
0 references
0 references
0 references
0 references
