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Optimal Covariance Steering for Discrete-Time Linear Stochastic Systems.

Fengjiao LiuGeorge RapakouliasPanagiotis Tsiotras
Published in: CoRR (2022)
Keyphrases
  • stochastic systems
  • dynamic programming
  • conservation laws
  • stochastic models
  • worst case
  • optimal solution
  • markov chain
  • asymptotically optimal