A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation

DOI10.1016/j.automatica.2006.04.023zbMath1128.93392OpenAlexW2074438480MaRDI QIDQ2466062

Wei-Qiu Zhu, Zu-Guang Ying

Publication date: 11 January 2008

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.04.023

zbMATH Keywords

stochastic excitationdynamical programmingstochastic averagingnonlinear quasi-Hamiltonian systemsaturated optimal control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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