A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ou, Ruchuan, Schießl, Jonas, Baumann, Michael Heinrich, Grüne, Lars, Faulwasser, Timm
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Systems and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2311.17596