Weighted stochastic Riccati equations for generalization of linear optimal control
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Publication:6659181
DOI10.1016/j.automatica.2024.111901MaRDI QIDQ6659181
Yukihiro Tadokoro, Yuji Ito, Kenji Fujimoto
Publication date: 8 January 2025
Published in: Automatica (Search for Journal in Brave)
time-varying systemsstochastic optimal controlrisk-sensitive controlstatistical analysissynthesis of stochastic systems
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