On continuous-time constrained stochastic linear-quadratic control
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Publication:2174000
DOI10.1016/j.automatica.2020.108809zbMath1441.93351WikidataQ126320555 ScholiaQ126320555MaRDI QIDQ2174000
Xun Li, Jun-Guo Lu, Jian-Jun Gao, Wei-Ping Wu
Publication date: 17 April 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2020.108809
optimal control; stochastic control; constraints; linear quadratic regulators; continuous time systems
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