Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints (Q1641047)
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scientific article; zbMATH DE number 6889885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints |
scientific article; zbMATH DE number 6889885 |
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Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints (English)
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14 June 2018
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covariance control
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stochastic optimal control
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discrete-time linear systems
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convex optimization
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