Explicit solution for a vector-valued LQG homing problem
type: Item
instance of: scholarly article
title: Explicit solution for a vector-valued LQG homing problem
zbMATH Open document ID: 1267.93186
author: Cloud Makasu
published in: Optimization Letters
publication date: 2013-03-12T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 6143321
zbMATH Keywords: stock-wealth process
zbMATH Keywords: vector-valued LQG homing problem
MaRDI profile type: Publication
full work available at URL: s11590-011-0429-5
OpenAlex ID: W1974376469
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DOI: 10.1007/S11590-011-0429-5
description: scientific article; zbMATH DE number 6143321