Suboptimal control of linear discrete stochastic systems with linear input constraints

DOI10.1109/TAC.1983.1103205MaRDI QIDQ3967465zbMATH OpenOpenAlexFDO

Authors Hannu 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 equationlinear discrete stochastic systemslinear input constraintssuboptimal controltruncated Taylor series

Mathematics Subject Classification ID

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

Cited in

(4)

• Discrete minimax linear quadratic regulation of continuous-time systems
• Advantageous strategies in differential games for a class of suboptimal control laws
• Constrained linear quadratic Gaussian control with process applications
• One-step optimal saturation correction

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