On the open-loop solution of linear stochastic optimal control problems
DOI10.1109/TAC.1984.1103587zbMATH Open0532.93069OpenAlexW2161277421MaRDI QIDQ3315423FDOQ3315423
Authors: C. Bes, Jean B. Lasserre, François Roubellat 
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1984.1103587
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- Partial closed-loop control structure for linear stochastic systems
- Solution of a class of stochastic linear-convex control problems using deterministic equivalents
- Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
- Title not available (Why is that?)
- Conditions for the discovery of solution horizons
- Non-equivalence of stochastic optimal control problems with open and closed loop controls
- Dual effect free stochastic controls
- On the equivalence between optimal stochastic control and open-loop feedback control
- Efficient computation of optimal open-loop controls for stochastic systems
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