Approximate dynamic programming via iterated Bellman inequalities
Y Wang, B O'Donoghue, S Boyd - International Journal of …, 2015 - Wiley Online Library
In this paper, we introduce new methods for finding functions that lower bound the value
function of a stochastic control problem, using an iterated form of the Bellman inequality. Our …
function of a stochastic control problem, using an iterated form of the Bellman inequality. Our …
Performance bounds and suboptimal policies for linear stochastic control via LMIs
Y Wang, S Boyd - … Journal of Robust and Nonlinear Control, 2011 - Wiley Online Library
In a recent paper, the authors showed how to compute performance bounds for infinite‐
horizon stochastic control problems with linear system dynamics and arbitrary constraints …
horizon stochastic control problems with linear system dynamics and arbitrary constraints …
Performance bounds for SIMO and squared-up plant models
PE Valenzuela, ME Salgado… - 2011 19th Mediterranean …, 2011 - ieeexplore.ieee.org
This paper presents performance bounds in the control of SIMO plant models, and the
variation of those bounds when input channels are added to the plant so as to make it …
variation of those bounds when input channels are added to the plant so as to make it …
Design and Implementation of Stochastic Control Policies via Convex Optimization
Y Wang - 2012 - search.proquest.com
In this dissertation we consider the design and implementation of control policies for
stochastic control problems with arbitrary dynamics, objective, and constraints. In some very …
stochastic control problems with arbitrary dynamics, objective, and constraints. In some very …