"6"^^ . . . . . "RIV/68407700:21230/11:00188172!RIV12-MPO-21230___" . "[1A853845FFCC]" . "0743-1619" . "IEEE" . "On 1-norm stochastic optimal control with bounded control inputs"@en . . "This paper deals with the finite horizon stochastic optimal control problem with the expectation of the 1-norm as the objective function and jointly Gaussian, although not necessarily independent, disturbances. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies, while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in the class of aforementioned nonlinear feedback policies is given as well as a simple proof of mean-square stability of a receding horizon implementation provided that the system matrix is Schur stable" . . . "P(FR-TI1/517)" . "approximation strategy; bounded control inputs; finite horizon stochastic optimal control problem; mean-square stability; affine disturbance feedback; stochastic systems"@en . "2"^^ . . "2"^^ . "978-1-4577-0081-1" . "2011-06-29+02:00"^^ . "Proceedings of the American Control Conference" . "San Francisco, California" . . . . . . "On 1-norm stochastic optimal control with bounded control inputs"@en . "Korda, Milan" . "New York" . "Cigler, Ji\u0159\u00ED" . "On 1-norm stochastic optimal control with bounded control inputs" . "000295376000011" . "This paper deals with the finite horizon stochastic optimal control problem with the expectation of the 1-norm as the objective function and jointly Gaussian, although not necessarily independent, disturbances. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies, while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in the class of aforementioned nonlinear feedback policies is given as well as a simple proof of mean-square stability of a receding horizon implementation provided that the system matrix is Schur stable"@en . . "RIV/68407700:21230/11:00188172" . . "On 1-norm stochastic optimal control with bounded control inputs" . "218334" . . . . . . . "21230" .