Optimal control for stochastic linear quadratic singular system using neural networks

DOI10.1016/j.jprocont.2008.05.006zbMath1215.93152OpenAlexW1993606064MaRDI QIDQ3010442

N. Kumaresan, Pagavathigounder Balasubramaniam

Publication date: 2 July 2011

Published in: Journal of Process Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jprocont.2008.05.006

zbMATH Keywords

optimal controlneural networksRunge-Kutta methodmatrix Riccati differential equationstochastic linear singular system

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Neural networks for/in biological studies, artificial life and related topics (92B20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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