Generalized algebraic Riccati equations and its application to balanced stochastic truncations.
Sadaaki KunimatsuTakao FujiiPublished in: ACC (2002)
Keyphrases
- differential equations
- hamilton jacobi
- fractional order
- optimal control problems
- numerical solution
- linear equations
- difference equations
- stochastic nature
- higher order
- mathematical model
- database
- brownian motion
- information systems
- stochastic process
- stochastic model
- stochastic optimization
- learning automata
- numerical methods
- evolutionary algorithm
- objective function
- real time