Output details
15 - General Engineering
Heriot-Watt University (joint submission with University of Edinburgh)
Article title
Solution to a class of stochastic LQ problems with bounded control
Type
D - Journal article
Title of journal
Automatica
Article number
-
Volume number
45
Issue number
6
First page of article
1439
ISSN of journal
0005-1098
Year of publication
2009
URL
-
Number of additional authors
0
Additional information
The paper is the culmination of research work in the area of stochastic optimal control, supported by the Russian Government (Ref: MD-6147.2008.1, £200k). The paper proposes a new method that is critically important for establishing optimal and sub-optimal control strategies, which cannot be identified using other traditional approaches. This new method provides benchmark solutions for control of switching systems and can be applied as a design tool to guide engineers in the identification and choice of appropriate actuators for a given design specification DOI:10.1155/2011/635823 [See Ref 17].
Interdisciplinary
-
Cross-referral requested
-
Research group
C - Energy & Resource Management
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
