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Moving least-squares approximations for linearly-solvable stochastic optimal control problems

โœ Scribed by Mingyuan Zhong; Emanuel Todorov

Book ID
107504889
Publisher
South China University of Technology and Academy of Mathematics and Systems Science, CAS
Year
2011
Tongue
English
Weight
591 KB
Volume
9
Category
Article
ISSN
1672-6340

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๐Ÿ“œ SIMILAR VOLUMES

Linear square optimal control problem fo
Linear square optimal control problem for stochastic difference equations with unknown parameters
โœ R.P. Agarwal; L.E. Shaikhet ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 435 KB

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see, for example, [l-3]). In this paper, the optimal control in final form is obtained for optimal control problem of stochastic linear difference equation with unknown parameters