Convexified open-loop stochastic optimal control for linear systems with log-concave disturbances

DOI10.1109/TAC.2023.3284534MaRDI QIDQ6575812zbMATH OpenFDO

Authors Vignesh Sivaramakrishnan, A. P. Vinod, Meeko Oishi

Publication date 21 July 2024

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

Full work available at URL https://doi.org/10.1109/TAC.2023.3284534

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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