On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference17 articles.
1. Persistence of a Brownian particle in a time-dependent potential
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost;Theory of Probability & Its Applications;2023-05
2. Optimal linear-quadratic regulator for a stochastic system under mutually inverse time preferences in the cost;Teoriya Veroyatnostei i ee Primeneniya;2023
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