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On Optimal Stochastic Linear Quadratic Control with Inverse..:
Palamarchuk, E. S.
Theory of Probability & Its Applications. 67 (2022) 1 - p. 28-43 , 2022
Link:
https://doi.org/10.1137/s0040585x97t990733
RT Journal T1 <Title>On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_s0040585x97t990733&Exemplar=1&LAN=DE A1 Palamarchuk, E. S. PB Society for Industrial & Applied Mathematics (SIAM) YR 2022 SN 0040-585X SN 1095-7219 JF Theory of Probability & Its Applications VO 67 IS 1 SP 28 OP 43 LK http://dx.doi.org/https://doi.org/10.1137/s0040585x97t990733 DO https://doi.org/10.1137/s0040585x97t990733 SF ELIB - SuUB Bremen
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