Numerical solution of the finite horizon stochastic linear quadratic control problem
| Author: | Tobias DammORCiD, Hermann Mena, Tony Stillfjord |
|---|---|
| URL: | https://onlinelibrary.wiley.com/doi/10.1002/nla.2091 |
| DOI: | https://doi.org/10.1002/nla.2091 |
| ISSN: | 1099-1506 |
| Journal: | Numerical Linear Algebra with Applications |
| Publisher: | Wiley |
| Document Type: | Research Article |
| Language: | English |
| Year of first Publication: | 2017 |
| Release Date: | 2025/07/09 |
| Volume: | 24 |
| Issue: | 4 |
| Article Number: | e2091 |
| Page Number: | 11 |
| First Page: | 1 |
| Last Page: | 11 |
| Faculties / Organisational entities: | RPTU in Kaiserslautern / Fachbereich Mathematik / Schwerpunkt Technomathematik / AG Technomathematik |
| Open access state: | Closed Access |
| RPTU: | Kaiserslautern |
| Research funding: | Sonstige |
| Created at the RPTU: | Yes |