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In this note we describe a version of the Q-design method that can be used to design nonlinear dynamic controllers for a discrete-time linear time-varying plant, with convex cost and constraint functi...
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
The control process that minimizes the quadratic performance functional associated with a quantum system whose evolution is described by a Hudson-Parthasarathy type stochastic differential equation...
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's maximum principle, ...

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