Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise

Weiping Wu, Jianjun Gao, Duan Li 0002, Yun Shi. Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise. IEEE Trans. Automat. Contr., 64(5):1999-2012, 2019. [doi]

Abstract

Abstract is missing.