Open AccessQuadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays
Author(s) -
Kai Liu
Publication year - 2013
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2013.18.1651
Subject(s) - riccati equation , linear quadratic regulator , mathematics , ornstein–uhlenbeck process , optimal control , algebraic riccati equation , control theory (sociology) , stochastic differential equation , linear quadratic gaussian control , control (management) , quadratic equation , stochastic control , differential equation , mathematical optimization , stochastic process , mathematical analysis , computer science , statistics , geometry , artificial intelligence
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