Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems

DOI10.1016/j.automatica.2010.06.027zbMath1202.93179OpenAlexW1992585016MaRDI QIDQ608471

Chang-Hee Won, Ronald W. Diersing, Bei Kang

Publication date: 25 November 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.027

zbMATH Keywords

Hamilton-Jacobi-Bellman equationstochastic optimizationcontrol-affine nonlinear systemscost cumulantstatistical control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Asymptotic expansions for Markov processes with Lévy generators
• A neural network solution for fixed-final time optimal control of nonlinear systems
• Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
• Optimal control using an algebraic method for control-affine non-linear systems
• On the essential quadratic nature of LQG control-performance measure cumulants
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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