Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach

Ruobing Xue, Xiangshen Ye, Weiping Wu. Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach. Algorithms, 13(2):49, 2020. [doi]

Abstract

Abstract is missing.