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

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

> Home

Details and statistics

DOI: 10.1137/S0036144503434203

access: closed

type: Journal Article

metadata version: 2020-09-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamrev/YaoZZ04
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.