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Stochastic linear quadratic optimal control problem with terminal state constraints - MaRDI portal

Stochastic linear quadratic optimal control problem with terminal state constraints

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Publication:6583412

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DOI10.1002/asjc.3285MaRDI QIDQ6583412

Hong-Xia Wang, Zhi-Hao Xu, Yuxi Hu, Yihang Liu, Lianfeng Song

Publication date: 6 August 2024

Published in: Asian Journal of Control (Search for Journal in Brave)

zbMATH Keywords

stochastic maximum principle multiplicative noise Lagrange multiplier method stochastic LQ control terminal state constraint

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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