Linear stochastic control with constraints

DOI10.1109/TAC.1984.1103453zbMath0557.93069OpenAlexW2143411534MaRDI QIDQ3221861

J. Szpirglas, Monique Pontier

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103453

zbMATH Keywords

approximate solutionquadratic costlinear stochastic controlaverage quadratic constraint

Mathematics Subject Classification ID

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