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

@@ Property / author @@
-Daniil V. Iourtchenko
@@ Property / author: Daniil V. Iourtchenko / rank @@
-Normal rank
@@ Property / author @@
+Daniil V. Iourtchenko
@@ Property / author: Daniil V. Iourtchenko / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2009.01.019
+Normal rank
@@ Property / OpenAlex ID @@
+W2158445355
@@ Property / OpenAlex ID: W2158445355 / rank @@
+Normal rank
@@ Property / cites work @@
+Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
+Normal rank
@@ Property / cites work @@
+A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2391330