Solution to a class of stochastic LQ problems with bounded control
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Publication:2391330
DOI10.1016/J.AUTOMATICA.2009.01.019zbMATH Open1166.93030OpenAlexW2158445355MaRDI QIDQ2391330FDOQ2391330
Authors: Daniil V. Iourtchenko 
Publication date: 24 July 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2009.01.019
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Cites Work
- Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
- Title not available (Why is that?)
- A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation
- Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
- Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
Cited In (5)
- Optimal bounded control for stationary response of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations
- Optimal bounded noisy feedback control for damping random vibrations
- On the LQG theory with bounded control
- Solution of the feedback control problem in the mathematical model of leukaemia therapy
- The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion
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