Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional (Q827888)
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scientific article; zbMATH DE number 7294348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional |
scientific article; zbMATH DE number 7294348 |
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Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional (English)
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14 January 2021
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stochastic linear controller
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two-sided cost functional
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time-varying diffusion matrix
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