Error analysis of the feedback controls arising in the stochastic linear quadratic control problems (Q6594935)
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scientific article; zbMATH DE number 7903282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of the feedback controls arising in the stochastic linear quadratic control problems |
scientific article; zbMATH DE number 7903282 |
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Error analysis of the feedback controls arising in the stochastic linear quadratic control problems (English)
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29 August 2024
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error estimate with rates
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stochastic differential equation
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stochastic linear quadratic problem
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stochastic Riccati equation
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