Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012903429529
Reference31 articles.
1. Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
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5. Linear Matrix Inequalities in System and Control Theory
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