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"Convex Optimization for Finite-Horizon Robust Covariance Control of Linear ..."
Georgios Kotsalis, Guanghui Lan, Arkadi S. Nemirovsky (2021)
- Georgios Kotsalis
, Guanghui Lan, Arkadi S. Nemirovsky
:
Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems. SIAM J. Control. Optim. 59(1): 296-319 (2021)
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