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DOI10.13195/j.kzyjc.2014.0856zbMath1349.93411MaRDI QIDQ2992467

Huaguang Zhang, Tao Wang

Publication date: 10 August 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control stochastic differential equation policy iteration stochastic algebra Riccati equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)

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