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Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Additive Generic Noise.

Fengjiao LiuPanagiotis Tsiotras
Published in: CoRR (2022)
Keyphrases
  • stochastic systems
  • optimal control
  • markov chain
  • sample path
  • stochastic models
  • dynamic programming
  • optimal solution
  • dynamical systems
  • steady state
  • markov processes