Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
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Publication:4537787
DOI10.1137/S0363012900371083zbMath1009.93082OpenAlexW2173931892WikidataQ115246812 ScholiaQ115246812MaRDI QIDQ4537787
Mustapha Ait Rami, John B. Moore, Xun Yu Zhou
Publication date: 23 June 2002
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012900371083
dynamic programminggeneralized Riccati equationstochastic LQ controlmatrix pseudo-inversematrix minimum principleindefinite costs
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