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Stochastic Control with Affine Dynamics and Extended Quadratic Costs - MaRDI portal

Stochastic Control with Affine Dynamics and Extended Quadratic Costs

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Publication:6309057

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DOI10.1109/TAC.2021.3064535arXiv1811.00168MaRDI QIDQ6309057

Shane Barratt, Stephen P. Boyd

Publication date: 31 October 2018

Mathematics Subject Classification ID

Convex programming (90C25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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