Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks.
P. BalasubramaniamN. KumaresanPublished in: Appl. Math. Comput. (2008)
Keyphrases
- differential equations
- optimal control problems
- dynamical systems
- linear quadratic
- neural network
- nonlinear differential equations
- optimal control
- boundary value problem
- numerical methods
- fractional order
- brownian motion
- numerical integration
- numerical solution
- continuous functions
- closed loop
- optimal solution
- linear systems
- search space
- artificial neural networks
- machine learning
- learning algorithm
- computer vision
- difference equations
- multiscale
- state space