Optimal control of the state statistics for a linear stochastic system

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon. Optimal control of the state statistics for a linear stochastic system. In 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, December 15-18, 2015. pages 6508-6515, IEEE, 2015. [doi]

Authors

Yongxin Chen

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Tryphon T. Georgiou

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Michele Pavon

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