Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem

DOI10.1134/S0005117906070083zbMath1194.49046MaRDI QIDQ885714

Daniil V. Iourtchenko

Publication date: 14 June 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (2)

Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems ⋮ Stochastic optimal bounded control of MDOF quasi nonintegrable-Hamiltonian systems with actuator saturation

Cites Work

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• Hybrid solution method for dynamic programming equations for MDOF stochastic systems
• Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation
• Stochastic Control for Small Noise Intensities
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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