IEEE - Institute of Electrical and Electronics Engineers, Inc. - On 1-norm stochastic optimal control with bounded control inputs

2011 American Control Conference

Author(s): Milan Korda ; Jiri Cigler
Sponsor(s): Control Syst. Soc.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2011
Conference Location: San Francisco, CA, USA
Conference Date: 29 June 2011
Page(s): 60 - 65
ISBN (CD): 978-1-4577-0079-8
ISBN (Electronic): 978-1-4577-0081-1
ISBN (Paper): 978-1-4577-0080-4
ISSN (CD): 0743-1619
ISSN (Electronic): 2378-5861
ISSN (Paper): 0743-1619
DOI: 10.1109/ACC.2011.5991070
Regular:

This paper deals with the finite horizon stochastic optimal control problem with the expectation of the 1-norm as the objective function and jointly Gaussian, although not necessarily independent,... View More

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