Stochastic Control With Affine Dynamics and Extended Quadratic Costs.

Shane T. Barratt Stephen P. Boyd

Published in: IEEE Trans. Autom. Control. (2022)

Keyphrases

stochastic control
computational complexity
queueing systems
objective function
operations management
pairwise
dynamical systems
control problems
brownian motion
optimal control
control system
dynamic programming
edge detection
markov random field
total cost