Linear-quadratic stochastic optimal control problem with incomplete information and uncertain noise statistics

Gregory Miller, Alexey Pankov. Linear-quadratic stochastic optimal control problem with incomplete information and uncertain noise statistics. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 4381-4386, IEEE, 2006. [doi]

Authors

Gregory Miller

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Alexey Pankov

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