Constrained Stochastic LQC: A Tractable Approach

DOI10.1109/TAC.2007.906182zbMath1366.93699MaRDI QIDQ5282256

David B. Brown, Dimitris J. Bertsimas

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.906182

Mathematics Subject Classification ID

93E20: Optimal stochastic control

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