Stochastic Linear Quadratic Control Problem on Time Scales

This paper addresses a version of the stochastic linear quadratic control problem on time scales SΔLQ, which includes the discrete time and continuous time as special cases. Riccati equations on time scales are given, and the optimal control can be expressed as a linear state feedback. Furthermore,...

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Bibliographic Details
Main Authors: Yingjun Zhu, Guangyan Jia
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2021/5743014
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