On continuous-time constrained stochastic linear-quadratic control
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- Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
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Cited in
(22)- Constrained minimum variance control for discrete-time stochastic linear systems
- LQ control under security constraints
- A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
- Stochastic optimal control of state constrained systems
- Stochastic linear quadratic optimal control problem: from discrete to continuous time
- Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty
- Stochastic linear-quadratic control problems with affine constraints
- The impact of general correlation under multi-period mean-variance asset-liability portfolio management
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- Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- Analysis of the optimization landscape of Linear Quadratic Gaussian (LQG) control
- Adaptive speed tracking control for high speed trains under stochastic operation environments
- On the stochastic linear quadratic control problem with piecewise constant admissible controls
- LQ control for constrained continuous-time systems
- Reliable approximations of probability-constrained stochastic linear-quadratic control
- A direct approach to linear-quadratic stochastic control
- Performance bounds and suboptimal policies for linear stochastic control via LMIs
- Linearly constrained linear quadratic regulator from the viewpoint of kernel methods
- Optimal control for controllable stochastic linear systems
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