An efficient numerical algorithm for solving data driven feedback control problems
From MaRDI portal
Publication:2219806
DOI10.1007/s10915-020-01358-yzbMath1469.93112arXiv2006.03047OpenAlexW3103002366MaRDI QIDQ2219806
Publication date: 21 January 2021
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.03047
Numerical optimization and variational techniques (65K10) Feedback control (93B52) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)
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