Linearly Solvable Stochastic Control Lyapunov Functions

DOI10.1137/16M105767XzbMath1351.93166arXiv1410.0405WikidataQ59947190 ScholiaQ59947190MaRDI QIDQ5298487

Matanya B. Horowitz, Yoke Peng Leong, J. W. Burdick

Publication date: 15 December 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.0405

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationnonlinear systemssum of squares programmingstochastic control Lyapunov function

Mathematics Subject Classification ID

Semidefinite programming (90C22) Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Lyapunov and storage functions (93D30) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Uses Software

• Mathematica
• YALMIP
• Mosek

Cites Work

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