Generalized differential Riccati equation and indefinite stochastic LQ control with cross term.

Chengxin Luo Enmin Feng

Published in: Appl. Math. Comput. (2004)

Keyphrases

optimal control
optimal control problems
differential equations
control problems
information retrieval
artificial neural networks
control system
reinforcement learning
evolutionary algorithm
control strategy
control theory
stochastic control