Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming.
Zhongyang SunPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- forward backward
- control system
- dynamic programming
- hidden markov models
- fuzzy logic
- intelligent control
- forward and backward
- closed loop
- greedy algorithm
- controller design
- optimal control
- control strategy
- real time
- control algorithm
- multistage
- linear programming
- markov decision processes
- dynamic programming algorithms
- dynamic environments
- stochastic nature
- state space
- pid controller
- infinite horizon
- real environment
- stochastic programming
- matlab simulation
- dp matching
- learning automata
- maximum number
- control law
- control method
- stereo matching
- fuzzy rules
- mathematical model
- sufficient conditions
- evolutionary algorithm
- neural network