Stochastic Linear-Quadratic Control via Semidefinite Programming.

David D. Yao Shuzhong Zhang Xun Yu Zhou

Published in: SIAM J. Control. Optim. (2001)

Keyphrases

semidefinite programming
linear quadratic
optimal control
closed loop
linear programming
vector valued
dynamical systems
kernel matrix
control system
primal dual
gaussian model
dynamic programming
maximum margin
linear program
control strategy
linear matrix inequality