Error analysis of the feedback controls arising in the stochastic linear quadratic control problems
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Publication:6594935
DOI10.1007/S11424-023-1102-7zbMATH Open1544.93212MaRDI QIDQ6594935
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
stochastic differential equationstochastic Riccati equationstochastic linear quadratic problemerror estimate with rates
Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Cites Work
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