"Mean-variance control for discrete-time LQG problems."

Duan Li, Fucai Qian, Peilin Fu (2003)

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DOI: 10.1109/ACC.2003.1240539

access: closed

type: Conference or Workshop Paper

metadata version: 2022-01-03

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Duan Li, Fucai Qian, Peilin Fu:
Mean-variance control for discrete-time LQG problems. ACC 2003: 4444-4449

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