Performance bounds and suboptimal policies for linear stochastic control via LMIs

DOI10.1002/rnc.1665zbMath1227.93130OpenAlexW2034394412MaRDI QIDQ3098498

Yang Wang, Stephen P. Boyd

Publication date: 17 November 2011

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.1665

zbMATH Keywords

convex optimizationdynamic programmingstochastic control

Mathematics Subject Classification ID

Convex programming (90C25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items (2)

Moment stability of the critical case of PWM feedback systems with stochastic perturbations ⋮ Approximate dynamic programming via iterated Bellman inequalities

Uses Software

• MPT
• qpOASES
• CVXGEN
• fast_mpc

Cites Work

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