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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