On the LQG theory with bounded control
type: Item
instance of: scholarly article
title: On the LQG theory with bounded control
zbMATH Open document ID: 1198.93236
published in: NoDEA. Nonlinear Differential Equations and Applications
publication date: 2010-10-29T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5808441
zbMATH Keywords: optimal control
zbMATH Keywords: stochastic control
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: asymptotic behavior
author: Daniil V. Iourtchenko
author: José-Luis Menaldi
author: Alexander S. Bratus
MaRDI profile type: Publication
full work available at URL: s00030-010-0066-1
OpenAlex ID: W2066108645
cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
cites work: Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
cites work: Viscosity Solutions of Hamilton-Jacobi Equations
cites work: Q5588281
cites work: Q4032143
cites work: Solution to a class of stochastic LQ problems with bounded control
cites work: Q3910361
DOI: 10.1007/S00030-010-0066-1
Recommended article: Controllability of classes of Lagrange systems with bounded controls
Recommended article: LQ control for constrained continuous-time systems
Recommended article: On L/sup 1/ optimal control
Recommended article: Q3701301
Recommended article: A note on the stationary LQG control
Recommended article: Q4429223
Recommended article: LQ optimal control by means of stable regulators
Recommended article: Q4010413
Recommended article: Optimal saturated feedback laws for LQR problems with bounded controls
Recommended article: Bounded control and discrete-time controllability†
description: scientific article; zbMATH DE number 5808441