Solution to a class of stochastic LQ problems with bounded control
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Publication:2391330
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Cites work
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation
- Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
- Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
- Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
Cited in
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- Optimal bounded noisy feedback control for damping random vibrations
- The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion
- Optimal bounded control for stationary response of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations
- On the LQG theory with bounded control
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