Solution to a class of stochastic LQ problems with bounded control (Q2391330): Difference between revisions

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+https://doi.org/10.1016/j.automatica.2009.01.019
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+W2158445355
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@@ Property / cites work @@
+Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
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+Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
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+Q4086303
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+Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
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+A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation
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