Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (Q2079152)
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scientific article; zbMATH DE number 7484262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems |
scientific article; zbMATH DE number 7484262 |
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Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (English)
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4 March 2022
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stochastic systems
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optimal control
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stochastic algebraic Riccati equation
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Newton's method
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