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Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise.
Weiping Wu
Jianjun Gao
Duan Li
Yun Shi
Published in:
IEEE Trans. Autom. Control. (2019)
Keyphrases
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linear quadratic
vector valued
optimal control
multiplicative noise
closed loop
control system
image processing
state space
computer vision
dynamic programming
dynamical systems
multiscale
denoising
graphical models
total variation
control strategy