A computational approach to optimal control of stochastic saturating systems

DOI10.1080/00207176908905801zbMath0174.14203OpenAlexW2066027438MaRDI QIDQ5562230

W. F. Cashman, W. Murray Wonham

Publication date: 1969

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176908905801

zbMATH Keywords

ordinary differential equations

Related Items (12)

Suboptimal control of discrete stochastic amplitude constrained systems ⋮ Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis ⋮ Linearization Techniques in Stochastic Dynamic Systems ⋮ Sub-optimal bang-bang control of stochastic systems† ⋮ Optimal bang-bang controls that maximize the probability of hitting a target manifold† ⋮ Non-linear quadratic gaussian control† ⋮ Nonlinear smoothing: Approximate algorithms ⋮ Disturbance rejection in control systems with saturating actuators ⋮ Optimization of disturbance rejection in systems with saturating actuators ⋮ Ergodic expansions in small noise problems ⋮ Linearization and optimization technique for stochastic saturating systems ⋮ Control of the Duffing oscillator under non-Gaussian external excitation

Cites Work

• Matrix Quadratic Solutions
• Analysis of Statistical Linearization of Nonlinear Control Systems
• Linear Control of Non-Linear Systems
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