"Stochastic Linear-Quadratic Control with Conic Control Constraints on an ..."

Xi Chen, Xun Yu Zhou (2004)

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DOI: 10.1137/S0363012903429529

access: closed

type: Journal Article

metadata version: 2020-07-09

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Xi Chen, Xun Yu Zhou:
Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon. SIAM J. Control. Optim. 43(3): 1120-1150 (2004)

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