On the open-loop solution of linear stochastic optimal control problems
From MaRDI portal
Publication:3315423
Recommendations
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- Solution of a class of stochastic linear-convex control problems using deterministic equivalents
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
- Partial closed-loop control structure for linear stochastic systems
- Linear stochastic control with constraints
Cited in
(10)- 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
- scientific article; zbMATH DE number 4091392 (Why is no real title available?)
- 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
This page was built for publication: On the open-loop solution of linear stochastic optimal control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3315423)
