Singular optimal control for stochastic linear quadratic singular system using ant colony programming
DOI10.1080/00207160903026634zbMath1206.65171OpenAlexW2078191120MaRDI QIDQ3066975
N. Kumaresan, Pagavathigounder Balasubramaniam
Publication date: 20 January 2011
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160903026634
numerical exampledifferential algebraic equationmatrix Riccati differential equationsingular optimal controlant colony programmingRunge Kutta methodstochastic linear singular system
Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving ordinary differential equations (49J15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for differential-algebraic equations (65L80) Existence of optimal solutions to problems involving randomness (49J55)
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