Discrete-Time Optimal Control with Control-Dependent Noise and Generalized Riccati Difference Equations

Alessandro Beghi, Domenico D'Alessandro. Discrete-Time Optimal Control with Control-Dependent Noise and Generalized Riccati Difference Equations. Automatica, 34(8):1031-1034, 1998. [doi]

@article{BeghiD98,
  title = {Discrete-Time Optimal Control with Control-Dependent Noise and Generalized Riccati Difference Equations},
  author = {Alessandro Beghi and Domenico D'Alessandro},
  year = {1998},
  doi = {10.1016/S0005-1098(98)00044-2},
  url = {http://dx.doi.org/10.1016/S0005-1098(98)00044-2},
  researchr = {https://researchr.org/publication/BeghiD98},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {34},
  number = {8},
  pages = {1031-1034},
}