On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
DOI10.1002/MMA.9253zbMATH Open1543.93366MaRDI QIDQ6551500
Vasile Dragan, Samir Aberkane, Ioan-Lucian Popa
Publication date: 7 June 2024
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
infinite horizonpiecewise constant controlsgeneralized Riccati equationsstochastic linear quadratic optimal control
Least squares and related methods for stochastic control systems (93E24) Optimal stochastic control (93E20)
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