Concepedia

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

Per Rutquist, Claes Breitholtz, Torsten Wik

Automatica · 2008 · 15 citations · 6 references

DOI

Concepts

References

6

User’s guide to viscosity solutions of second order partial differential equations

Michael G. Crandall, Hitoshi Ishii, Pierre-Louis Lions · Bulletin of the American Mathematical Society · 1992 · 5K citations · Full text

, , +16

The explicit linear quadratic regulator for constrained systems

Alberto Bemporad, Manfred Morari, Vivek Dua et al. · Automatica · 2002 · 3.2K citations

, , +14

Linear Optimal Control

Brian D. O. Anderson, J.Β. Moore, B. Molinari · IEEE Transactions on Systems Man and Cybernetics · 1972 · 1.7K citations

Linear Optimal Control

Brian D. O. Anderson, J. B. Pren, Stephen L. Dickerson · Journal of Dynamic Systems Measurement and Control · 1971 · 680 citations

Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation

Randal W. Beard, G.N. Saridis, John T. Wen · Automatica · 1997 · 656 citations

, , +12