Stochastic linear quadratic control problem of switching systems with constraints
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Publication:265681
DOI10.1186/s13660-016-1046-8zbMath1335.93139OpenAlexW2334819811WikidataQ59437414 ScholiaQ59437414MaRDI QIDQ265681
Publication date: 4 April 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-016-1046-8
Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)
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