On the open-loop solution of linear stochastic optimal control problems

DOI10.1109/TAC.1984.1103587MaRDI QIDQ3315423zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

open-loop solutionsprobabilistic constraints

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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

(12)

• Solution of a class of stochastic linear-convex control problems using deterministic equivalents
• Non-equivalence of stochastic optimal control problems with open and closed loop controls
• Efficient computation of optimal open-loop controls for stochastic systems
• Conditions for the discovery of solution horizons
• Dual effect free stochastic controls
• Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
• On the equivalence between optimal stochastic control and open-loop feedback control
• scientific article; zbMATH DE number 4091392 (Why is no real title available?)
• Partial closed-loop control structure for linear stochastic systems
• scientific article; zbMATH DE number 29638 (Why is no real title available?)
• Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control
• A stochastic approach for the optimization of open-loop engine control 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)