Discrete-time indefinite LQ control with state and control dependent noises
type: Item
instance of: scholarly article
title: Discrete-time indefinite LQ control with state and control dependent noises
zbMATH Open document ID: 1035.49024
DOI: 10.1023/A:1016578629272
author: Xi Chen
author: Mustapha Ait Rami
author: Xun Yu Zhou
published in: Journal of Global Optimization
publication date: 2003-03-23T00:00:00Z
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1886660
zbMATH Keywords: indefinite stochastic LQ control
zbMATH Keywords: discrete time
zbMATH Keywords: multiplicative noise
zbMATH Keywords: generalized difference Riccati equation
zbMATH Keywords: linear matrix inequality
MaRDI profile type: Publication
full work available at URL: a:1016578629272
OpenAlex ID: W3158610175
description: scientific article; zbMATH DE number 1886660