Optimal covariance steering for continuous-time linear stochastic systems with martingale additive noise

DOI10.1109/TAC.2023.3331683zbMATH Open1546.93811MaRDI QIDQ6575978FDOQ6575978

Authors: Fengjiao Liu, Panagiotis Tsiotras 

Publication date: 21 July 2024

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

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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