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
Related Items
Practical and finite-time fuzzy adaptive control for nonlinear descriptor systems with uncertainties of unknown bound, Finite-time fuzzy stabilisation and control for nonlinear descriptor systems with non-zero initial state, An improved robust finite-time dissipative control for uncertain fuzzy descriptor systems with disturbance, State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE, A new stochastic approach for solution of Riccati differential equation of fractional order, Optimal control for uncertain discrete-time singular systems under expected value criterion, Stability and solvability for a class of optimal control problems described by non-instantaneous impulsive differential equations, Existence of solutions and finite-time stability for nonlinear singular discrete-time neural networks
