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Yao, David D.; Zhang, Shuzhong; Zhou, Xun Yu Stochastic linear-quadratic control via primal-dual semidefinite programming. (English) Zbl 1062.93049 SIAM Rev. 46, No. 1, 87-111 (2004). MSC: 93E20 90C22 93D15 PDFBibTeX XMLCite \textit{D. D. Yao} et al., SIAM Rev. 46, No. 1, 87--111 (2004; Zbl 1062.93049) Full Text: DOI
Yao, David D.; Zhang, Shuzhong; Zhou, Xun Yu Linear quadratic control revisited: a view through semidefinite programming. (English) Zbl 1134.49314 Gong, Weibo (ed.) et al., Modeling, control and optimization of complex systems. In honor of Professor Yu-Chi Ho. Papers of the symposium, Cambridge, MA, June 23–24, 2001. Foreword by Christos G. Cassandras. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-7208-2/hbk). The Kluwer International Series on Discrete Event Dynamic Systems 14, 195-235 (2003). MSC: 49N10 49M37 90C22 PDFBibTeX XMLCite \textit{D. D. Yao} et al., Kluwer Int. Ser. Discrete Event Dyn. Syst. 14, 195--235 (2003; Zbl 1134.49314)