Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
Weihai ZHANG
Yan LI
Xikui LIU
Keywords：Indefinite stochastic LQ controldiscrete-time stochastic systemsgeneralized algebraic Riccati equationlinear matrix inequalitysemidefinite programming
Publication Date：2015-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：8( 230-237 )