Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration (Q2992467)
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scientific article; zbMATH DE number 6611295
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| English | Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration |
scientific article; zbMATH DE number 6611295 |
Statements
10 August 2016
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stochastic algebra Riccati equation
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stochastic differential equation
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policy iteration
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optimal control
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0.85089510679245
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0.8490068316459656
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0.8377922177314758
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0.8093958497047424
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0.8087395429611206
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