Discrete-time Indefinite Stochastic LQ Optimal Control： Infinite Horizon Case  

作　　者：QI Jun-Jun ZHANG Wei-Hai 

机构地区：[1]School of Mathematics and System Sciences, Shandong University, Jinan 250100, P. R. China [2]College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, P. R. China

出　　处：《自动化学报》2009年第5期613-617,共5页Acta Automatica Sinica

基　　金：Supported by National Natural Science Foundation of China （60874032） The first author would like to express his gratitude to Mr. Ma Shu-Ping for her helpful comments, which led to an improved version of this paper.

关 键 词：随机系统 LQ 浙近线 自动化 

分 类 号：TP271[自动化与计算机技术—检测技术与自动化装置]