Stabilization control for Itô stochastic system with indefinite state and control weight costs
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Publication:5027352
DOI10.1080/00207179.2020.1790664zbMath1482.93676arXiv1908.07684OpenAlexW3040419100MaRDI QIDQ5027352
Qingyuan Qi, Hongdan Li, Huan-Shui Zhang
Publication date: 4 February 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.07684
convergencestabilisationindefinite stochastic linear quadratic controlgeneralised differential Riccati equation
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)
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