Stochastic Linear Quadratic Regulators with Indefinite...

SIAM Journal on Control and Optimization 1998 / 09 Vol. 36; Iss. 5

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

Chen, Shuping, Li, Xunjing, Zhou, Xun Yu
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Volume:
36
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/S0363012996310478
Date:
September, 1998
File:
PDF, 308 KB
english, 1998
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