On stochastic optimal control for linear systems with robust stability

Yuji Ito, Kenji Fujimoto, Yukihiro Tadokoro, Takayoshi Yoshimura. On stochastic optimal control for linear systems with robust stability. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 5390-5395, IEEE, 2016. [doi]

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