Optimal control for a linear quadratic problem with a stochastic time scale
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Publication:2034831
DOI10.1134/S0005117921050027zbMath1466.93180OpenAlexW3172082833MaRDI QIDQ2034831
Publication date: 23 June 2021
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117921050027
Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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