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Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences - MaRDI portal

Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences (Q449562)

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scientific article; zbMATH DE number 6074693
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English
Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
scientific article; zbMATH DE number 6074693

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    Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences (English)
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    30 August 2012
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    nonlinear stochastic optimal control
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    model-based optimal control problem
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    adjusted parameters
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    model-reality differences
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    iterative algorithm
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