The Carleman Approximation Approach to Solve a Stochastic Nonlinear Control Problem.
Gabriella MavelliPasquale PalumboPublished in: IEEE Trans. Autom. Control. (2010)
Keyphrases
- stochastic control
- discrete random variables
- control system
- tracking control
- approximation schemes
- optimal control
- highly nonlinear
- numerical integration
- mathematical programming
- control problems
- reinforcement learning
- monte carlo sampling
- discrete event
- control strategy
- data acquisition
- monte carlo
- approximation error
- stochastic model
- linear approximation
- fuzzy controller
- approximation algorithms
- neural network controller
- real time
- stage stochastic programs
- continuous stirred tank reactor