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Furthermore, we establish several implication relations among the SDP complementary duality, the (generalized) Riccati equation, and the optimality of the LQ control problem. Based on these relations, we propose a numerical procedure that provides a thorough treatment of the LQ control problem via primal-dual SDP: it identifies a stabilizing feedback control that is optimal or determines that the problem possesses no optimal solution. For the latter case, we develop an $\\epsilon$-approximation scheme that is asymptotically optimal.<\/jats:p>","DOI":"10.1137\/s0363012999355484","type":"journal-article","created":{"date-parts":[[2003,6,11]],"date-time":"2003-06-11T11:12:06Z","timestamp":1055329926000},"page":"801-823","source":"Crossref","is-referenced-by-count":53,"title":["Stochastic Linear-Quadratic Control via Semidefinite Programming"],"prefix":"10.1137","volume":"40","author":[{"given":"David D.","family":"Yao","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shuzhong","family":"Zhang","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Xun Yu","family":"Zhou","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2006,7,26]]},"reference":[{"key":"R1","doi-asserted-by":"publisher","DOI":"10.1109\/9.863597"},{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1137\/0117041"},{"key":"R3","doi-asserted-by":"publisher","DOI":"10.1137\/0805002"},{"key":"R4","unstructured":"B. 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