Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control with constraint for discrete-time systems |
scientific article |
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Stochastic linear quadratic optimal control with constraint for discrete-time systems (English)
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9 June 2017
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discrete-time stochastic systems
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linear quadratic optimal control
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linear terminal constraint
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Lagrange multiplier theorem
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