Hurwicz model of uncertain linear quadratic optimal control with jump
Author:
Affiliation:
1. School of Finance, Anhui University of Finance and Economics, Bengbu, People's Republic of China
2. School of Electrical and Information Engineering, Anhui University of Science and Technology, Huainan, People's Republic of China
Publisher
Informa UK Limited
Subject
Computer Science Applications,Control and Systems Engineering
Link
https://www.tandfonline.com/doi/pdf/10.1080/00207179.2019.1652768
Reference34 articles.
1. Linear Quadratic Optimal Stochastic Control with Random Coefficients
2. Stochastic Control of Partially Observable Systems
3. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
4. AN OPTIMAL CONTROL MODEL FOR UNCERTAIN SYSTEMS WITH TIME-DELAY
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