مرکز منطقه ای اطلاع رساني علوم و فناوري - On stochastic Riccati equations for the stochastic LQR problem

Title of article :

On stochastic Riccati equations for the stochastic LQR problem

Author/Authors :

Jinghao Zhu، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2005

Pages :

From page :

119

To page :

124

Keywords :

Stochastic Riccati equation , Linear quadratic regulator , Brownian motion

Journal title :

Systems and Control Letters

Serial Year :

2005

Journal title :

Systems and Control Letters

Record number :

142232

Link To Document :