Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints (Q1641047)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints |
scientific article |
Statements
Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints (English)
0 references
14 June 2018
0 references
covariance control
0 references
stochastic optimal control
0 references
discrete-time linear systems
0 references
convex optimization
0 references
0 references
0 references
0 references
0 references
0 references