Infoscience

Student project

A primal-dual semidefinite programming approach to stochastic linear quadratic control problems

The purpose of this article (...) is to derive an algorithm for solving stochastic linear quadratic control problems over infinite time horizon using a primal-dual semidefinite programming approach.

    Reference

    • EPFL-STUDENT-168051

    Record created on 2011-08-16, modified on 2016-08-09

Related material