On continuous-time constrained stochastic linear-quadratic control
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Publication:2174000
DOI10.1016/J.AUTOMATICA.2020.108809zbMath1441.93351OpenAlexW2999895666WikidataQ126320555 ScholiaQ126320555MaRDI QIDQ2174000
Xun Li, Jun-Guo Lu, Jian-Jun Gao, Wei-Ping Wu
Publication date: 17 April 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2020.108809
Related Items (3)
Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty ⋮ Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states ⋮ Adaptive speed tracking control for high speed trains under stochastic operation environments
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