Discussion on: ``On the continuous time-varying JLQ problem

DOI10.3166/ejc.10.272-274zbMath1293.49079OpenAlexW2144906107MaRDI QIDQ2511903

Marcelo Dutra Fragoso

Publication date: 7 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.10.272-274

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Markov processes (60J99)

Cites Work

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• Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
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