On the LQG theory with bounded control

DOI10.1007/S00030-010-0066-1zbMATH1198.93236OpenAlexW2066108645MaRDI 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

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)

Recommendations

• Controllability of classes of Lagrange systems with bounded controls
• LQ control for constrained continuous-time systems
• On L/sup 1/ optimal control
• scientific article; zbMATH DE number 3926765
• A note on the stationary LQG control
• scientific article; zbMATH DE number 1985446
• LQ optimal control by means of stable regulators
• scientific article; zbMATH DE number 65801
• Optimal saturated feedback laws for LQR problems with bounded controls
• Bounded control and discrete-time controllability†

Cites work

• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• scientific article; zbMATH DE number 3307166 (Why is no real title available?)
• Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Solution to a class of stochastic LQ problems with bounded control
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(2)

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

This page was built for publication: On the LQG theory with bounded control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q601741)