Performance bounds and suboptimal policies for linear stochastic control via LMIs
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Publication:3098498
DOI10.1002/rnc.1665zbMath1227.93130MaRDI QIDQ3098498
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
90C25: Convex programming
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
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Approximate dynamic programming via iterated Bellman inequalities, Moment stability of the critical case of PWM feedback systems with stochastic perturbations
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Cites Work
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