Sparse optimal stochastic control

Kaito Ito, Takuya Ikeda, Kenji Kashima. Sparse optimal stochastic control. Automatica, 125:109438, 2021. [doi]

@article{ItoIK21,
  title = {Sparse optimal stochastic control},
  author = {Kaito Ito and Takuya Ikeda and Kenji Kashima},
  year = {2021},
  doi = {10.1016/j.automatica.2020.109438},
  url = {https://doi.org/10.1016/j.automatica.2020.109438},
  researchr = {https://researchr.org/publication/ItoIK21},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {125},
  pages = {109438},
}