Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
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Publication:1718028
DOI10.1155/2014/278142zbMath1407.93435OpenAlexW2158631140WikidataQ59065346 ScholiaQ59065346MaRDI QIDQ1718028
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/278142
Related Items (4)
A linear quadratic model based on multistage uncertain random systems ⋮ Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems ⋮ Terminal-dependent statistical inference for the FBSDEs models ⋮ Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems
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