Baidu
map

Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach

Xue, RB; Ye, XS; Wu, WP

Ye, XS (corresponding author), Shanghai Jiao Tong Univ, Dept Automat, Shanghai 200240, Peoples R China.

ALGORITHMS, 2020; 13 (2):

Abstract

In this paper we study the optimization of the discrete-time stochastic linear-quadratic (LQ) control problem with conic control constraints on an inf......

Full Text Link


Baidu
map
Baidu
map
Baidu
map