• Title of article

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

  • Author/Authors

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

  • Issue Information
    ماهنامه با شماره پیاپی سال 2000
  • Pages
    11
  • From page
    123
  • To page
    133
  • Keywords
    well-posedness , Attainability , Stochastic linear-quadratic control , Linear matrix inequality , Generalized algebraic Riccati equation , Semide nite programming , Stabilizing solution , Maximal solution
  • Journal title
    Systems and Control Letters
  • Serial Year
    2000
  • Journal title
    Systems and Control Letters
  • Record number

    141754