On continuous-time constrained stochastic linear-quadratic control

Weiping Wu, Jianjun Gao 0001, Junguo Lu, Xun Li 0002. On continuous-time constrained stochastic linear-quadratic control. Automatica, 114:108809, 2020. [doi]

@article{WuGLL20,
  title = {On continuous-time constrained stochastic linear-quadratic control},
  author = {Weiping Wu and Jianjun Gao 0001 and Junguo Lu and Xun Li 0002},
  year = {2020},
  doi = {10.1016/j.automatica.2020.108809},
  url = {https://doi.org/10.1016/j.automatica.2020.108809},
  researchr = {https://researchr.org/publication/WuGLL20},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {114},
  pages = {108809},
}