Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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DOI：
10.1137/s0363012996310478
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发表时间：
1998-09
影响因子：
2.2
通讯作者：
Shuping Chen;Xunjing Li;X. Zhou
中科院分区：
文献类型：
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作者：
Shuping Chen;Xunjing Li;X. Zhou
研究了随机线性二次型调节器的最优（最小）控制问题。控制权重成本必须是正定的假设，继承自…
This paper considers optimal (minimizing) control of stochastic linear quadratic regulators (LQRs). The assumption that the control weight costs must be positive definite, inherited from the determ...