Linear stochastic control with constraints

DOI10.1109/TAC.1984.1103453MaRDI QIDQ3221861zbMATH OpenOpenAlexFDO

Authors J. Szpirglas, Monique Pontier

Publication date 1984

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

Full work available at URL https://doi.org/10.1109/tac.1984.1103453

zbMATH Keywords

approximate solutionaverage quadratic constraintlinear stochastic controlquadratic cost

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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(8)

• Optimum stabilization of control systems under constraints on the output variable
• A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints
• Reliable approximations of probability-constrained stochastic linear-quadratic control
• On the open-loop solution of linear stochastic optimal control problems
• scientific article; zbMATH DE number 3854947 (Why is no real title available?)
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• Linear quadratic stochastic control problems with stochastic terminal constraint
• Optimal control for controllable stochastic linear systems

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