scientific article; zbMATH DE number 2062956
From MaRDI portal
Publication:4459626
zbMATH Open1052.93060MaRDI QIDQ4459626
Biao Huang, Xin Huang, Liqian Zhang
Publication date: 29 March 2004
Title of this publication is not available (Why is that?)
linear matrix inequalitiessemidefinite programmingstochastic LQ controldynamic output controllergeneralised covariance constraints
Semidefinite programming (90C22) Linear inequalities of matrices (15A39) Optimal stochastic control (93E20)
Recommendations
- Title not available (Why is that?) π π
- Title not available (Why is that?) π π
- Covariance control with variance constraints for continuous perturbed stochastic systems π π
- Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints π π
- On continuous-time constrained stochastic linear-quadratic control π π
- Stochastic linear-quadratic control via semidefinite programming π π
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation π π
- Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights π π
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems π π
- Constrained Stochastic LQC: A Tractable Approach π π
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4459626)