Computational Method for Solving a Stochastic Linear-Quadratic Control Problem Given an Unsolvable Stochastic Algebraic Riccati Equation

2012 ◽  
Vol 50 (4) ◽  
pp. 2173-2192 ◽  
Author(s):  
Hideaki Iiduka ◽  
Isao Yamada
Keyword(s):  
Control Problem ◽  
Riccati Equation ◽  
Computational Method ◽  
Algebraic Riccati Equation ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Linear Quadratic Control Problem

scholarly journals A linear-quadratic control problem with discretionary stopping

2007 ◽  
Vol 8 (2) ◽  
pp. 261-277 ◽  
Author(s):  
Shigeaki Koike ◽  
◽  
Hiroaki Morimoto ◽  
Shigeru Sakaguchi ◽  
Keyword(s):  
Control Problem ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Discretionary Stopping ◽  
Linear Quadratic Control Problem
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