On the LQG theory with bounded control

DOI10.1007/S00030-010-0066-1zbMATH Open1198.93236OpenAlexW2066108645MaRDI QIDQ601741FDOQ601741

Authors: Daniil V. Iourtchenko, José-Luis Menaldi, Alexander S. Bratus 

Publication date: 29 October 2010

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-010-0066-1

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zbMATH Keywords

asymptotic behaviorHamilton-Jacobi-Bellman equationoptimal controlstochastic control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Viscosity Solutions of Hamilton-Jacobi Equations
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• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Solution to a class of stochastic LQ problems with bounded control
• Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control

Cited In (2)

• Optimal bounded noisy feedback control for damping random vibrations
• Solution of the feedback control problem in the mathematical model of leukaemia therapy

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