Stochastic Linear-Quadratic Control via Semidefinite Programming

SIAM Journal on Control and Optimization - Tập 40 Số 3 - Trang 801-823 - 2001
David D. Yao1, Shuzhong Zhang2, Xun Yu Zhou2
1Columbia University
2The Chinese University of Hong Kong

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Tài liệu tham khảo

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