Infinite horizon linear quadratic Pareto game of the stochastic singular systems
type: Item
instance of: scholarly article
title: Infinite horizon linear quadratic Pareto game of the stochastic singular systems
zbMATH Open document ID: 1390.93870
author: Yaning Lin
author: Tianliang Zhang
author: Weihai Zhang
published in: Journal of the Franklin Institute
publication date: 2018-06-21T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 6892711
zbMATH Keywords: linear quadratic (LQ) Pareto game
zbMATH Keywords: stochastic singular systems
zbMATH Keywords: optimal control
zbMATH Keywords: stochastic LQ optimization problem
zbMATH Keywords: necessary and sufficient condition for the solvability
zbMATH Keywords: generalized algebraic Riccati equation (GARE)
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2018.04.025
OpenAlex ID: W2802881426
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Wikidata QID: Q129960869
DOI: 10.1016/J.JFRANKLIN.2018.04.025
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description: scientific article; zbMATH DE number 6892711