| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 697185 | Automatica | 2009 | 4 Pages |
Abstract
A new approach for finding an exact analytical solution to the modified Hamilton–Jacobi–Bellman equation is proposed. Together with the recently developed hybrid solution method, the proposed strategy allows to find a solution to a whole class of stochastic optimal control problems with bounded in magnitude control force.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
D.V. Iourtchenko,