Approximate Infinite-Horizon Optimal Control for Stochastic Systems

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619055 ◽

2018 ◽

Author(s):

Giordano Scarciotti ◽

Thulasi Mylvaganam

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon

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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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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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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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Infinite Horizon LQ Optimal Control for Discrete-Time Stochastic Systems

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712311 ◽

2006 ◽

Cited By ~ 13

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Lq Optimal Control

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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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The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games

IEEE Transactions on Automatic Control ◽

10.1109/9.310029 ◽

1994 ◽

Vol 39 (8) ◽

pp. 1551-1563 ◽

Cited By ~ 75

Author(s):

T. Runolfsson

Keyword(s):

Optimal Control ◽

Differential Games ◽

Performance Index ◽

Stochastic Systems ◽

Infinite Horizon ◽

Stochastic Differential Games

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Infinite horizon optimal control: Deterministic and stochastic systems, D. A. Carlson, A. B. Maurie, A. Leizarowitz, Springer Verlag, New York, 1991, 2nd edn, xvi + 332 pp., ISBN 3-540-54249-3, DM148

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.4590050108 ◽

1995 ◽

Vol 5 (1) ◽

pp. 68-68

Author(s):

J. Frederic Bonnans

Keyword(s):

New York ◽

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon

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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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