• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems.

Jiayue TianXueyan ZhaoFeiqi Deng
Published in: Appl. Math. Comput. (2022)
Keyphrases
  • optimal control
  • dynamic programming
  • learning algorithm
  • real time
  • optimal solution
  • np hard
  • expectation maximization
  • control problems
  • objective function
  • worst case
  • linear programming
  • constrained optimization