On the LQG theory with bounded control (Q601741): Difference between revisions
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| Property / DOI: 10.1007/s00030-010-0066-1 / rank | |||
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| Property / cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank | |||
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| Property / cites work: Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control / rank | |||
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| Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank | |||
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| Property / cites work: Q5588281 / rank | |||
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| Property / cites work: Q4032143 / rank | |||
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| Property / cites work: Solution to a class of stochastic LQ problems with bounded control / rank | |||
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| Property / cites work: Q3910361 / rank | |||
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| Property / DOI: 10.1007/S00030-010-0066-1 / rank | |||
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Latest revision as of 21:56, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the LQG theory with bounded control |
scientific article |
Statements
On the LQG theory with bounded control (English)
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29 October 2010
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optimal control
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stochastic control
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Hamilton-Jacobi-Bellman equation
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asymptotic behavior
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