Finite-horizon and infinite-horizon linear quadratic optimal control problems: a data-driven Euler scheme (Q6593750)
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scientific article; zbMATH DE number 7902350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon and infinite-horizon linear quadratic optimal control problems: a data-driven Euler scheme |
scientific article; zbMATH DE number 7902350 |
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Finite-horizon and infinite-horizon linear quadratic optimal control problems: a data-driven Euler scheme (English)
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27 August 2024
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linear quadratic optimal control
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differential Riccati equation
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algebraic Riccati equation
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Euler method
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data-driven
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