Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problems
Crossref DOI link: https://doi.org/10.1007/s11432-023-3820-3
Published Online: 2024-01-25
Published Print: 2024-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Guangchen
Zhang, Heng
Text and Data Mining valid from 2024-01-25
Version of Record valid from 2024-01-25
Article History
Received: 20 February 2023
Revised: 26 April 2023
Accepted: 8 June 2023
First Online: 25 January 2024