Solution to a class of stochastic LQ problems with bounded control.
Daniil V. IourtchenkoPublished in: Autom. (2009)
Keyphrases
- optimal control problems
- optimal control
- control problems
- optimal or near optimal
- control system
- exact solution
- control theory
- stochastic optimization problems
- multicriteria optimization
- learning automaton
- multi class classification
- linear systems
- stochastic control
- learning automata
- mixed integer programming
- approximate solutions
- real time
- control method
- integer programming
- optimization problems
- multi class
- optimal solution
- neural network