Solution to a class of stochastic LQ problems with bounded control (Q2391330): Difference between revisions
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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: Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping / rank | |||
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| Property / cites work: Q4086303 / rank | |||
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| Property / cites work: Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications / rank | |||
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| Property / cites work: A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation / rank | |||
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Revision as of 19:36, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution to a class of stochastic LQ problems with bounded control |
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Solution to a class of stochastic LQ problems with bounded control (English)
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24 July 2009
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stochastic optimal control
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LQ problem
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bounded control
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Hamilton-Jacobi-Bellman equation
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