Optimal control for stochastic linear qu
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N. Kumaresan; P. Balasubramaniam
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Article
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2009
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Elsevier Science
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English
⚖ 202 KB
In this paper, optimal control for stochastic linear singular system with quadratic performance is obtained using neural networks. The goal is to provide optimal control with reduced calculus effort by comparing the solutions of the matrix Riccati differential equation (MRDE) obtained from well know