Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks
DOI10.1016/J.AMC.2008.04.023zbMATH Open1157.65397OpenAlexW2062310618WikidataQ115361760 ScholiaQ115361760MaRDI QIDQ2518641FDOQ2518641
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
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neural networksnumerical exampleoptimal controlRunge Kutta methodgeneralized matrix Riccati differential equationindefinite stochastic linear singular system
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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- Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks
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- Neuro approach for solving matrix Riccati differential equation
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- An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem
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
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