Weighted stochastic Riccati equations for generalization of linear optimal control (Q6659181)

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scientific article; zbMATH DE number 7963718
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Weighted stochastic Riccati equations for generalization of linear optimal control
scientific article; zbMATH DE number 7963718

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    Weighted stochastic Riccati equations for generalization of linear optimal control (English)
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    8 January 2025
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    stochastic optimal control
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    risk-sensitive control
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    synthesis of stochastic systems
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    time-varying systems
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    statistical analysis
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