A mixed linear quadratic optimal control problem with a controlled time horizon

Keyphrases

• Linear-quadratic Optimal Control Problem 100%
• Mixed Linear 100%
• Linear-quadratic Problem 66%
• Control Actions 33%
• Time Problem 33%
• Linear Quadratic 33%
• Random Duration 33%
• Diffusion Process 16%
• Diffusion Coefficient 16%
• Motivation 16%
• Optimality Conditions 16%
• Cost Functional 16%
• Optimal Cost 16%
• Stochastic Systems 16%
• Riccati Equation 16%
• Project Management 16%
• Drift Coefficient 16%
• Equation of State 16%
• Stopping Time 16%
• Stochastic Riccati Equation 16%
• Optimal Actions 16%

Mathematics

• Optimal Time 100%
• Optimal Control Problem 100%
• Riccati Equation 66%
• Optimality 33%
• Initial Condition 33%
• stopping time τ 33%
• Stochastics 33%
• Stochastic System 33%
• Diffusion Process 33%
• State Equation 33%