Stochastic linear-quadratic control problems with affine constraints
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Publication:6590443
DOI10.1016/J.SYSCONLE.2024.105887zbMATH Open1542.93413MaRDI QIDQ6590443
Nan-Jing Huang, Zhun Gou, Jian-hao Kang, Xianjun Long
Publication date: 21 August 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Duality theory (optimization) (49N15)
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