#
Methods for Stochastic Optimal Control under State Constraints
Doctoral thesis, 2017

control theory

optimal control

stochastic systems

Hamilton-Jacobi-Bellmanequation

Fokker-Planck-Kolmogorov equation

## Author

### Per Rutquist

Electrical Engineering

### State constrained control based on linearization of the Hamilton-Jacobi-Bellman equation

Proceedings of 49th IEEE Conference on Decision and Control. Atlanta, 15-17 December 2010,; (2010)p. 5192-5197

**Paper in proceeding**

### An eigenvalue approach to infinite-horizon optimal control

Proceedings of the 16 th IFAC World Congress, Prague, Czech Republik,; (2005)

**Paper in proceeding**

### Solving the Hamilton-Jacobi-Bellman equation for a stochastic system with state constraints

Proceedings of the 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 15-17 December 2014,; (2014)p. 1840-1845

**Paper in proceeding**

### On the infinite-time solution to state-constrained stochastic optimal control

Automatica,; Vol. 44(2008)p. 1800-1805

**Journal article**

### Finite-time state-constrained optimal control for input-affine systems with actuator noise

IFAC Proceedings Volumes (IFAC-PapersOnline),; Vol. 18(2011)p. 5915-5919

**Paper in proceeding**

### Subject Categories

Computational Mathematics

Control Engineering

Mathematical Analysis

### ISBN

978-91-7597-622-8

Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie: 4303

### Publisher

Chalmers

SB-H4, Sven Hultins gata 8

Opponent: Prof. Anders Rantzer, Lunds Universitet