An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems

DOI10.3934/NACO.2013.3.109zbMath1259.93134OpenAlexW1992149598MaRDI QIDQ1941505

Rohanin Ahmad, Sie Long Kek, Mohd Ismail Abd Aziz, Kok Lay Teo

Publication date: 13 March 2013

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2013.3.109

zbMATH Keywords

iterative algorithmadjusted parametersmodel-based optimal control problemmodel-reality differencesnonlinear stochastic optimal control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Related Items (2)

Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences ⋮ Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences

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