Xikui Liu, Yan Li, Weihai Zhang. Stochastic linear quadratic optimal control with constraint for discrete-time systems. Applied Mathematics and Computation, 228:264-270, 2014. [doi]
@article{LiuLZ14,
title = {Stochastic linear quadratic optimal control with constraint for discrete-time systems},
author = {Xikui Liu and Yan Li and Weihai Zhang},
year = {2014},
doi = {10.1016/j.amc.2013.09.036},
url = {http://dx.doi.org/10.1016/j.amc.2013.09.036},
researchr = {https://researchr.org/publication/LiuLZ14},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {228},
pages = {264-270},
}