Optimal Steering of a Linear Stochastic System to a Final Probability Distribution—Part III

DOI10.1109/TAC.2018.2791362zbMath1423.93414OpenAlexW2951559786MaRDI QIDQ4682378

Tryphon T. Georgiou, Yongxin Chen, Michele Pavon

Publication date: 18 September 2018

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

Full work available at URL: https://doi.org/10.1109/tac.2018.2791362

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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