Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem
type: Item
instance of: scholarly article
title: Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem
zbMATH Open document ID: 1194.49046
DOI: 10.1134/S0005117906070083
published in: Automation and Remote Control
publication date: 2007-06-14T00:00:00Z
Mathematics Subject Classification ID: 49N35
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5164705
author: Daniil V. Iourtchenko
MaRDI profile type: Publication
cites work: Stochastic Control for Small Noise Intensities
cites work: Q4040048
cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
cites work: Q4397692
cites work: Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation
cites work: Hybrid solution method for dynamic programming equations for MDOF stochastic systems
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description: scientific article; zbMATH DE number 5164705