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