On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost
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Publication:5074419
DOI10.1137/S0040585X97T990733zbMath1490.93133OpenAlexW4229023337MaRDI QIDQ5074419
Publication date: 9 May 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t990733
pathwise optimalitystochastic linear-quadratic regulatorabsolutely integrable state matrixinversely proportional time-weighting of costs
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Cites Work
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