An improved iterative algorithm for solving optimal tracking control problems of stochastic systems (Q6047625)
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scientific article; zbMATH DE number 7736755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved iterative algorithm for solving optimal tracking control problems of stochastic systems |
scientific article; zbMATH DE number 7736755 |
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An improved iterative algorithm for solving optimal tracking control problems of stochastic systems (English)
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12 September 2023
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stochastic systems
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Riccati equations
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optimal tracking control
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incremental Newton method
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numerical iteration
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