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

DOI10.1016/J.AMC.2008.04.023MaRDI QIDQ2518641zbMATH OpenOpenAlexWikidataFDO

Authors N. Kumaresan, P. Balasubramaniam

Publication date 16 January 2009

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2008.04.023

zbMATH Keywords

neural networksnumerical exampleoptimal controlRunge Kutta methodgeneralized matrix Riccati differential equationindefinite stochastic linear singular system

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Linear-quadratic optimal control problems (49N10) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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Cites work

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• Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
• Neuro approach for solving matrix Riccati differential equation
• On a Matrix Riccati Equation of Stochastic Control
• Optimal control for nonlinear singular systems with quadratic performance using neural networks
• Quadratic control for linear periodic systems
• Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks
• Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
• The regulator problem with indefinite quadratic cost for boundary control systems: the finite horizon case

Cited in

(9)

• Infinite horizon linear quadratic Pareto game of the stochastic singular systems
• Optimal control for nonlinear singular systems with quadratic performance using neural networks
• Optimal control for stochastic linear quadratic singular system with indefinite control cost and cross term using neural networks
• Optimal control for stochastic nonlinear singular system using neural networks
• Takagi-Sugeno fuzzy modelling of some nonlinear problems using ant colony programming
• Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks
• Nonlinear fractional optimal control problems with neural network and dynamic optimization schemes
• Neuro approach for solving matrix Riccati differential equation
• Stability analysis and optimal control of stochastic singular systems

Describes a project that uses

Uses Software

• Matlab

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