Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (Q5145606)
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scientific article; zbMATH DE number 7299447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems |
scientific article; zbMATH DE number 7299447 |
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Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (English)
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21 January 2021
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robust optimization
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convex programming
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multistage minimax
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