scientific article; zbMATH DE number 2062956

zbMATH Open1052.93060MaRDI QIDQ4459626FDOQ4459626

Biao Huang, Xin Huang, Liqian Zhang

Publication date: 29 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

semidefinite programminglinear matrix inequalitiesstochastic LQ controldynamic output controllergeneralised covariance constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimal stochastic control (93E20) Linear inequalities of matrices (15A39)

Cited In (1)

• Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems

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