Indefinite stochastic linear quadratic control and generalized differential Riccati equation.

Mustapha Ait Rami John B. Moore Xun Yu Zhou

Published in: CDC (2001)

Keyphrases

linear quadratic
optimal control
closed loop
vector valued
dynamical systems
feedback control
fractional order
gaussian model
control system
differential equations
machine learning
image compression
control strategy
hamilton jacobi