Constrained minimum variance control for discrete-time stochastic linear systems
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Publication:1749425
DOI10.1016/j.sysconle.2018.02.001zbMath1386.93302OpenAlexW2792763958MaRDI QIDQ1749425
Publication date: 16 May 2018
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.02.001
convex optimizationstochastic optimal controldiscrete-time stochastic systemsminimum-variance control
Convex programming (90C25) Quadratic programming (90C20) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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