Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems

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Bibliographic Details
Published in:SIAM journal on control and optimization 2021-01, Vol.59 (1), p.296-319
Main Authors: Kotsalis, Georgios, Lan, Guanghui, Nemirovski, Arkadi S.
Format: Article
Language:English
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ISSN:0363-0129
1095-7138
DOI:10.1137/20M135090X