A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

Article

Abstract: We present an approximation framework for computing the solution of the stochastic linear quadratic

Palabras claves:

Approximation schemes, feedback control, Riccati equations, Stochastic linear quadratic regulator problems

Autores:

Hermann Mena, Levajkovic T., Tuffaha A.

Fuentes:

scopus