Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control

DOI10.1134/S1064562406040363MaRDI QIDQ2477478zbMATH OpenFDO

Authors Alexander S. Bratus, Daniil V. Iourtchenko, José-Luis Menaldi

Publication date 13 March 2008

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1064562406040363

zbMATH Keywords

Cauchy problem for the Mayer probleminapplicable controlslinear stochastic systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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Cites work

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• scientific article; zbMATH DE number 53598 (Why is no real title available?)
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation

Cited in

(11)

• Hybrid solution method for dynamic programming equations for MDOF stochastic systems
• Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
• Solution to a class of stochastic LQ problems with bounded control
• Optimal movement control models of Langevin and Hamiltonian types
• scientific article; zbMATH DE number 2187293 (Why is no real title available?)
• Exact solutions of the hamilton-jacobi-bellman equation for problems of optimal correction with a constrained overall control resource
• scientific article; zbMATH DE number 2035938 (Why is no real title available?)
• Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
• On the LQG theory with bounded control
• Local solutions to the Hamilton-Jacobi-Bellman equation and their application to the problem of optimal control of vibrations of elastic distributed systems
• Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems

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