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

DOI10.3934/NACO.2012.2.207zbMath1245.93145OpenAlexW1975447466MaRDI QIDQ449562

Abdul Aziz Mohd Ismail, Sie Long Kek, Kok Lay Teo

Publication date: 30 August 2012

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

Full work available at URL: https://doi.org/10.3934/naco.2012.2.207

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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