Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (Q5145606)

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scientific article; zbMATH DE number 7299447
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    Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
    scientific article; zbMATH DE number 7299447

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      Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (English)
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      21 January 2021
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      robust optimization
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      convex programming
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      multistage minimax
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