activity
20142026
most citedOpen-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

10 citations · 39 across the 24 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.OC2017

Linear Quadratic Optimal Control Problems with Fixed Terminal States and Integral Quadratic Constraints

Jingrui Sun

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infin…