Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340): Difference between revisions

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-Xiao-Min Shi
@@ Property / author: Xiao-Min Shi / rank @@
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+Xiao-Min Shi
@@ Property / author: Xiao-Min Shi / rank @@
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+Q114011508
@@ Property / Wikidata QID: Q114011508 / rank @@
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+.11960
@@ Property / arXiv ID: 2104.11960 / rank @@
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@@ Property / cites work @@
+Linear Quadratic Optimal Stochastic Control with Random Coefficients
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon
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