Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (Q2079152): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.amc.2022.126958 / rank
 
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Latest revision as of 05:37, 28 July 2024

scientific article
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Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
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    Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (English)
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    4 March 2022
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    stochastic systems
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    optimal control
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    stochastic algebraic Riccati equation
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    Newton's method
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