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• W3039290149 abstract "Abstract This paper is concerned with a finite‐time nonlinear stochastic optimal control problem with input saturation as a hard constraint on the control input. The stochastic Hamilton‐Jacobi‐Bellman (SHJB) equation associated with this problem is derived, and a concrete solution method is also presented by extending an iteration framework of path integral stochastic optimal control. This is the first result that provides an optimal feedback control rigorously satisfying the saturation constraint as a solution to the SHJB equation. © 2020 Institute of Electrical Engineers of Japan. Published by Wiley Periodicals LLC." @default.
• W3039290149 created "2020-07-10" @default.
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• W3039290149 date "2020-07-05" @default.
• W3039290149 modified "2023-10-16" @default.
• W3039290149 title "Nonlinear Stochastic Optimal Control with Input Saturation Constraints Based on Path Integrals" @default.
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• W3039290149 doi "https://doi.org/10.1002/tee.23177" @default.
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