Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights
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Publication:4506837
DOI10.1109/9.774108zbMath0970.93038OpenAlexW2126682207MaRDI QIDQ4506837
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/64611125a344a3e69bac3a746c14406a5f17cea7
optimal control problemsingular weightsintegral quadratic constraintsintegral quadratic costcompletely observable diffusion process
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