Finite-time state-constrained optimal control for input-affine systems with actuator noise
Paper in proceedings, 2011
Stochastic optimal control
Hamilton-Jacobi-Bellman equation
Dynamic programming
Author
Per Rutquist
Tomlab Optimization AB
Claes Breitholtz
Chalmers, Signals and Systems, Systems and control, Automatic Control
Torsten Wik
Chalmers, Signals and Systems, Systems and control, Automatic Control
IFAC Proceedings Volumes (IFAC-PapersOnline)
14746670 (ISSN)
Vol. 18 PART 1 5915-5919Areas of Advance
Information and Communication Technology
Subject Categories
Other Engineering and Technologies not elsewhere specified
DOI
10.3182/20110828-6-IT-1002.02924
ISBN
978-390266193-7