Stochastic optimal control using semidefinite programming for moment dynamics

Andrew G. Lamperski, Khem Raj Ghusinga, Abhyudai Singh. Stochastic optimal control using semidefinite programming for moment dynamics. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 1990-1995, IEEE, 2016. [doi]

Abstract

Abstract is missing.