Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming.
David D. YaoShuzhong ZhangXun Yu ZhouPublished in: SIAM Rev. (2004)
Keyphrases
- semidefinite programming
- primal dual
- linear quadratic
- optimal control
- linear programming
- interior point methods
- affine scaling
- closed loop
- linear program
- convex optimization
- convergence rate
- dynamical systems
- approximation algorithms
- interior point
- linear programming problems
- algorithm for linear programming
- semidefinite
- control system
- control strategy
- kernel matrix