Performance bounds and suboptimal policies for linear stochastic control via LMIs

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.1665 ◽

2010 ◽

Vol 21 (14) ◽

pp. 1710-1728 ◽

Author(s):

Yang Wang ◽

Stephen Boyd

Keyword(s):

Stochastic Control ◽

Performance Bounds ◽

Suboptimal Policies

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Performance bounds for linear stochastic control

Systems & Control Letters ◽

10.1016/j.sysconle.2008.10.004 ◽

2009 ◽

Vol 58 (3) ◽

pp. 178-182 ◽

Author(s):

Yang Wang ◽

Stephen Boyd

Keyword(s):

Stochastic Control ◽

Performance Bounds

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Plenary talk: Performance bounds and suboptimal policies for multi-period investment

22nd Mediterranean Conference on Control and Automation ◽

10.1109/med.2014.6961316 ◽

2014 ◽

Author(s):

Stephen P. Boyd

Keyword(s):

Performance Bounds ◽

Plenary Talk ◽

Suboptimal Policies

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Performance Bounds and Suboptimal Policies for Multi-Period Investment

10.1561/9781601986733 ◽

2014 ◽

Author(s):

Stephen Boyd

Keyword(s):

Performance Bounds ◽

Suboptimal Policies

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Security in stochastic control systems: Fundamental limitations and performance bounds

2015 American Control Conference (ACC) ◽

10.1109/acc.2015.7170734 ◽

2015 ◽

Author(s):

Cheng-Zong Bai ◽

Fabio Pasqualetti ◽

Vijay Gupta

Keyword(s):

Control Systems ◽

Stochastic Control ◽

Performance Bounds ◽

Fundamental Limitations ◽

And Performance

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Performance Bounds and Suboptimal Policies for Multi-Class Queue

Bulletin of the South Ural State University Series Mathematical Modelling Programming and Computer Software ◽

10.14529/mmp190104 ◽

2019 ◽

Vol 12 (1) ◽

pp. 44-54

Author(s):

A. Madankan ◽

Keyword(s):

Performance Bounds ◽

Suboptimal Policies

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Performance Bounds and Suboptimal Policies for Multi-Period Investment

Foundations and Trends® in Optimization ◽

10.1561/2400000001 ◽

2014 ◽

Vol 1 (1) ◽

pp. 1-72 ◽

Author(s):

Stephen Boyd

Keyword(s):

Performance Bounds ◽

Suboptimal Policies

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Dynamic Programming and Stochastic Control

10.1016/s0076-5392(08)x6050-3 ◽

1976 ◽

Keyword(s):

Dynamic Programming ◽

Stochastic Control

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Nonlinear Compensation and Stochastic Control

10.23919/acc.1988.4790005 ◽

1988 ◽

Author(s):

M.J. Grimble

Keyword(s):

Stochastic Control ◽

Nonlinear Compensation

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Decoupling Non-Sequential Stochastic Control Problems

1991 American Control Conference ◽

10.23919/acc.1991.4791883 ◽

1991 ◽

Author(s):

Mark S. Andersland

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

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Robust performance bounds for scalar output of linear system with structured uncertainty

1997 European Control Conference (ECC) ◽

10.23919/ecc.1997.7082312 ◽

1997 ◽

Author(s):

V.F. Sokolov

Keyword(s):

Linear System ◽

Performance Bounds ◽

Robust Performance ◽

Structured Uncertainty ◽

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