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"Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming."

David D. Yao, Shuzhong Zhang, Xun Yu Zhou (2004)

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DOI: 10.1137/S0036144503434203

access: closed

type: Journal Article

metadata version: 2020-09-29

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  - journals/siamrev/YaoZZ04
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  - https://dblp.org/rec/journals/siamrev/YaoZZ04
David D. Yao, Shuzhong Zhang, Xun Yu Zhou:
Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming. SIAM Rev. 46(1): 87-111 (2004)

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