Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
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Cites work
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Cited in
(9)- Indefinite LQ optimal control for stochastic Takagi-Sugeno fuzzy system under sensor data scheduling: finite-horizon case
- Stochastic linear quadratic optimal control problem with terminal state constraints
- Stochastic linear-quadratic control problems with affine constraints
- Stochastic LQ control with extra measurability restriction
- Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints
- Linear quadratic stochastic control problems with stochastic terminal constraint
- Study on stochastic linear quadratic optimal control with quadratic and mixed terminal state constraints
- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
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