Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences

DOI10.3934/NACO.2012.2.207MaRDI QIDQ449562zbMATH OpenOpenAlexFDO

Authors Sie Long Kek, Abdul Aziz Mohd Ismail, Kok Lay Teo

Publication date 30 August 2012

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/naco.2012.2.207

zbMATH Keywords

adjusted parametersiterative algorithmmodel-based optimal control problemmodel-reality differencesnonlinear stochastic optimal control

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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