Suboptimal stabilizing controllers for linearly solvable system
Suboptimal stabilizing controllers for linearly solvable system
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems.In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is transformed into a linear partial differential equation for a class of systems with a particular constraint on the stochastic disturbance.It …