Solution to Stochastic LQR Problem with Multiple Inputs

XU Juanjuan,LI Lin,ZHANG Huanshui

Journal of Systems Science & Complexity ›› 2017, Vol. 30 ›› Issue (3) : 568-578.

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Journal of Systems Science & Complexity ›› 2017, Vol. 30 ›› Issue (3) : 568-578. DOI: 10.1007/s11424-017-5218-5

Solution to Stochastic LQR Problem with Multiple Inputs

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