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Ruobing Xue, Xiangshen Ye and Weiping Wu
In this paper we study the optimization of the discrete-time stochastic linear-quadratic (LQ) control problem with conic control constraints on an infinite horizon, considering multiplicative noises. Stochastic control systems can be formulated as Markov...
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Andreas Dotzler, Maximilian Riemensberger and Wolfgang Utschick
A minimax duality for a Gaussian mutual information expression was introduced by Yu. An interesting observation is the relationship between cost constraints on the transmit covariances and noise covariances in the dual problem via Lagrangian multipliers....
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Zhiwei Zhang, Dangjun Zhao, Xianbin Li, Chunyang Kong and Ming Su
Rapid and accurate rendezvous and proximity operations for spacecraft are crucial to the success of most space missions. In this paper, a sequential convex programming method, combined with the first-order and second-order Birkhoff pseudospectral methods...
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