Optimal control for stochastic nonlinear singular system using neural networks

DOI10.1016/j.camwa.2008.03.041zbMath1165.93343OpenAlexW2067749169MaRDI QIDQ2389696

N. Kumaresan, Pagavathigounder Balasubramaniam

Publication date: 18 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.03.041

zbMATH Keywords

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (11)

Stability and solvability for a class of optimal control problems described by non-instantaneous impulsive differential equations ⋮ Stabilisation of mode-dependent singular Markovian jump systems with generally uncertain transition rates ⋮ Linear-quadratic optimal control for discrete-time stochastic descriptor systems ⋮ State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE ⋮ Exponential stabilization using sliding mode control for singular systems with time-varying delays and nonlinear perturbations ⋮ Sliding mode control for Markovian switching singular systems with time-varying delays and nonlinear perturbations ⋮ Robust guaranteed cost observer design for singular Markovian jump time-delay systems with generally incomplete transition probability ⋮ Robust reliable control for discrete-time-delay systems with stochastic nonlinearities and multiplicative noises ⋮ Robust stabilization of Markovian jump linear singular systems with Wiener process and generally incomplete transition rates ⋮ Preview tracking control for continuous-time singular interconnected systems ⋮ Exponential stability of stochastic delayed neural networks with inverse Hölder activation functions and Markovian jump parameters

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