2016/12/01 · This work deals with an optimal covariance control problem for stochastic discrete-time linear systems subject to mean sum constraints ...

Abstract: This work is concerned with an optimal covariance control problem for stochastic linear systems subject to quadratic state integral constraints.

This work deals with an optimal covariance control problem for stochastic discrete-time linear systems subject to mean sum constraints.

This work deals with a finite-horizon covariance control problem for discrete-time, stochastic linear systems with complete state information subject to input ...

2022/09/15 · We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, iid Gaussian disturbances and bounded control ...

This work deals with a finite-horizon covariance control problem for discrete-time, stochastic linear systems with complete state information subject to input ...

This work deals with a finite-horizon covariance control problem for discrete-time, stochastic linear systems with complete state information subject to ...

2023/02/03 · This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix.

This work deals with a finite-horizon covariance control problem for discrete-time, stochastic linear systems with complete state information subject to ...

The objective is to design a feedback control law that will steer the covariance matrix of the (random) terminal state vector of a stochastic linear system ...