A stochastic optimal regulator for a class of nonlinear systems
From MaRDI portal
Publication:2299031
DOI10.1155/2019/9763193zbMath1435.93180OpenAlexW2979400836MaRDI QIDQ2299031
Giovanni Palombo, Gabriella Mavelli, Pasquale Palumbo
Publication date: 20 February 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/9763193
Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling
- A state predictor for continuous-time stochastic systems
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- On the infinite time solution to state-constrained stochastic optimal control problems
- A transformation approach for solving the Hamilton-Jacobi-Bellman equation in \({\mathcal H}_2\) deterministic and stochastic optimal control of affine nonlinear systems.
- Stochastic \(L^1\)-optimal control via forward and backward sampling
- A survey of numerical methods for nonlinear filtering problems
- Feedback quadratic filtering
- Suboptimal control for nonlinear systems: a successive approximation approach
- Stochastic processes and filtering theory
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
- Multilevel Ensemble Transform Particle Filtering
- An Iterative Method for Nonlinear Stochastic Optimal Control Based on Path Integrals
- Disturbance observer-based elegant anti-disturbance saturation control for a class of stochastic systems
- Survey of Numerical Methods for Trajectory Optimization
- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
- A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
- Bilinear systems: An appealing class of "nearly linear" systems in theory and applications
- The Carleman Approximation Approach to Solve a Stochastic Nonlinear Control Problem
- Polynomial extended Kalman filter
- Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach
This page was built for publication: A stochastic optimal regulator for a class of nonlinear systems