Open AccessAn iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems
Author(s) -
Sie Long Kek,
Mohd Ismail Abd Aziz,
Kok Lay Teo,
Rais Ahmad
Publication year - 2013
Publication title -
numerical algebra, control and optimization
Language(s) - English
Resource type - Journals
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2013.3.109
Subject(s) - optimal control , mathematical optimization , nonlinear system , kalman filter , linear quadratic gaussian control , discrete time and continuous time , mathematics , residual , computer science , algorithm , control theory (sociology) , control (management) , physics , quantum mechanics , artificial intelligence , statistics