Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems

E. Yaz

doi:10.1109/9.40747

Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/9.40747 ◽

1989 ◽

Vol 34 (11) ◽

pp. 1176-1180 ◽

Cited By ~ 30

Author(s):

E. Yaz

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems ◽

Quadratic Optimal Control

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Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems

10.1109/cdc.1988.194310 ◽

2003 ◽

Cited By ~ 2

Author(s):

E. Yaz

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems ◽

Quadratic Optimal Control

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LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2016.2558044 ◽

2017 ◽

Vol 62 (1) ◽

pp. 250-261 ◽

Cited By ~ 49

Author(s):

Weihai Zhang ◽

Xiangyun Lin ◽

Bor-Sen Chen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Comment on “LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems”

IEEE Transactions on Automatic Control ◽

10.1109/tac.2020.3042488 ◽

2020 ◽

pp. 1-1

Author(s):

Tianliang Zhang ◽

Feiqi Deng

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Infinite horizon linear quadratic optimal control for discrete-time stochastic systems

Asian Journal of Control ◽

10.1002/asjc.61 ◽

2008 ◽

Vol 10 (5) ◽

pp. 608-615 ◽

Cited By ~ 50

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Infinite-horizon optimal control of nonlinear stochastic systems: a neural approach

Proceedings of 35th IEEE Conference on Decision and Control ◽

10.1109/cdc.1996.573652 ◽

2002 ◽

Author(s):

T. Parisini ◽

R. Zoppoli

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Neural approximations for infinite-horizon optimal control of nonlinear stochastic systems

IEEE Transactions on Neural Networks ◽

10.1109/72.728390 ◽

1998 ◽

Vol 9 (6) ◽

pp. 1388-1408 ◽

Cited By ~ 42

Author(s):

T. Parisini ◽

R. Zoppoli

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

Optimization ◽

10.1080/02331934.2015.1014481 ◽

2015 ◽

Vol 65 (3) ◽

pp. 609-633 ◽

Cited By ~ 8

Author(s):

S. Pickenhain ◽

A. Burtchen ◽

K. Kolo ◽

V. Lykina

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Pseudospectral Method ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Quadratic optimal control of switched linear stochastic systems

Systems & Control Letters ◽

10.1016/j.sysconle.2010.08.010 ◽

2010 ◽

Vol 59 (11) ◽

pp. 736-744 ◽

Cited By ~ 26

Author(s):

Wei Zhang ◽

Jianghai Hu ◽

Jianming Lian

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Quadratic Optimal Control

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Near-optimal control of discrete-time nonlinear stochastic systems

Proceedings of the Institution of Electrical Engineers ◽

10.1049/piee.1971.0130 ◽

1971 ◽

Vol 118 (5) ◽

pp. 709

Author(s):

B.V. Raja Rao ◽

A.K. Mahalanabis

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory

International Journal of Control ◽

10.1080/00207179.2020.1800822 ◽

2020 ◽

pp. 1-9

Author(s):

Ali Delavarkhalafi ◽

A. S. Fatemion Aghda ◽

Mahdieh Tahmasebi

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Systems ◽

Infinite Horizon ◽

Mean Field

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