Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks (Q2518641)

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Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks
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    Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks (English)
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    16 January 2009
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    generalized matrix Riccati differential equation
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    indefinite stochastic linear singular system
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    neural networks
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    optimal control
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    Runge Kutta method
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    numerical example
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