Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
type: Item
instance of: scholarly article
title: Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
zbMATH Open document ID: 1053.93041
DOI: 10.1016/S0096-3003(03)00766-5
author: Chengxin Luo
author: Enmin Feng
published in: Applied Mathematics and Computation
publication date: 2004-10-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 2105525
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: generalized differential Riccati equation
Wikidata QID: Q115339712
MaRDI profile type: Publication
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full work available at URL: s0096-3003(03)00766-5
OpenAlex ID: W2082756469
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description: scientific article; zbMATH DE number 2105525