Performance bounds and suboptimal policies for linear stochastic control via LMIs
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Publication:3098498
DOI10.1002/rnc.1665zbMath1227.93130OpenAlexW2034394412MaRDI QIDQ3098498
Publication date: 17 November 2011
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.1665
Convex programming (90C25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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