Open AccessFiltering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
Author(s) -
Sie Long Kek,
Kok Lay Teo,
Mohd Ismail Abd Aziz
Publication year - 2012
Publication title -
numerical algebra, control and optimization
Language(s) - English
Resource type - Journals
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2012.2.207
Subject(s) - convergence (economics) , nonlinear system , optimal control , mathematical optimization , discrete time and continuous time , computer science , control theory (sociology) , stochastic control , mathematics , feature (linguistics) , control (management) , artificial intelligence , linguistics , statistics , physics , philosophy , quantum mechanics , economics , economic growth