Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon

By Mustapha Ait Rami, Xun Yu Zhou, J. Moore. 2000

49 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/28e8634b880723eba41770d323a156653d6fd81c