Suboptimal control of linear discrete stochastic systems with linear input constraints

DOI10.1109/TAC.1983.1103205zbMath0501.93073OpenAlexW2007509477MaRDI QIDQ3967465

Hannu T. T. Toivonen

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103205

zbMATH Keywords

Bellman equationtruncated Taylor seriessuboptimal controllinear discrete stochastic systemslinear input constraints

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

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