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Minimal representation of matrix valued white stochastic processes and U-D factorisation of algorithms for optimal control.

Gerard van WilligenburgWillem L. De Koning
Published in: Int. J. Control (2013)
Keyphrases
  • optimal control
  • stochastic processes
  • brownian motion
  • stochastic process
  • control strategy
  • learning algorithm
  • random variables
  • dynamic programming
  • higher order
  • parameter estimation
  • dynamic bayesian networks