Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases

Shuping Chen, X. Yu. Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 181-188, Kluwer, 1998.

Abstract

Abstract is missing.