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"Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems ..."

Fengjiao Liu, Panagiotis Tsiotras (2024)

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DOI: 10.1109/TAC.2023.3331683

access: closed

type: Journal Article

metadata version: 2024-04-15

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Fengjiao Liu, Panagiotis Tsiotras:
Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Martingale Additive Noise. IEEE Trans. Autom. Control. 69(4): 2591-2597 (2024)

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