Suboptimal control of linear discrete stochastic systems with linear input constraints

DOI10.1109/TAC.1983.1103205zbMath0501.93073OpenAlexW2007509477MaRDI QIDQ3967465

Hannu T. T. Toivonen

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103205

zbMATH Keywords

Bellman equationtruncated Taylor seriessuboptimal controllinear discrete stochastic systemslinear input constraints

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items (4)

Discrete minimax linear quadratic regulation of continuous-time systems ⋮ Advantageous strategies in differential games for a class of suboptimal control laws ⋮ Constrained linear quadratic Gaussian control with process applications ⋮ One-step optimal saturation correction

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