Optimal control for stochastic linear quadratic singular system using neural networks
From MaRDI portal
Publication:3010442
DOI10.1016/j.jprocont.2008.05.006zbMath1215.93152MaRDI QIDQ3010442
N. Kumaresan, Pagavathigounder Balasubramaniam
Publication date: 2 July 2011
Published in: Journal of Process Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jprocont.2008.05.006
optimal control; neural networks; Runge-Kutta method; matrix Riccati differential equation; stochastic linear singular system
65K10: Numerical optimization and variational techniques
92B20: Neural networks for/in biological studies, artificial life and related topics
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
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