On continuous-time constrained stochastic linear–quadratic control

Published 2020 View Full Article

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Title
On continuous-time constrained stochastic linear–quadratic control
Authors
Keywords
Linear quadratic regulators, Optimal control, Stochastic control, Continuous time systems, Constraints
Journal
AUTOMATICA
Volume 114, Issue -, Pages 108809
Publisher
Elsevier BV
Online
2020-01-19
DOI
10.1016/j.automatica.2020.108809

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