Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon

M. Ait Rami، نويسنده , , Xun Yu Zhou، نويسنده , , J. B. Moore، نويسنده ,

ماهنامه با شماره پیاپی سال 2000

11

123

133

well-posedness , Attainability , Stochastic linear-quadratic control , Linear matrix inequality , Generalized algebraic Riccati equation , Semide nite programming , Stabilizing solution , Maximal solution

Systems and Control Letters

2000

Systems and Control Letters

141754