Indefinite Stochastic Riccati Equations.
Ying HuXun Yu ZhouPublished in: SIAM J. Control. Optim. (2003)
Keyphrases
- differential equations
- fractional order
- mathematical model
- hamilton jacobi
- numerical solution
- brownian motion
- image processing
- numerical methods
- learning automata
- nonlinear equations
- stochastic models
- markov processes
- linear equations
- stochastic nature
- ordinary differential equations
- finite difference
- stochastic model
- linear systems
- control scheme
- deductive databases
- evolutionary algorithm