Title of article
Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
Author/Authors
Zoran Gajic، نويسنده , , Ricardo Losada، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
4
From page
951
To page
954
Keywords
algebraic Riccati equations , stochastic control , Lyapunov methods , linear-quadratic regulators , Numerical algorithms
Journal title
Automatica
Serial Year
1999
Journal title
Automatica
Record number
368802
Link To Document