Solution of the matrix Riccati equation in optimal control.
Mohsen RazzaghiPublished in: Inf. Sci. (1978)
Keyphrases
- optimal control
- hamilton jacobi bellman
- optimal control problems
- control problems
- dynamic programming
- feedback control
- mathematical model
- hamilton jacobi
- differential equations
- class of nonlinear systems
- control strategy
- reinforcement learning
- control law
- matrix inversion
- risk sensitive
- infinite horizon
- brownian motion
- lyapunov function
- numerical methods
- nonlinear systems
- nonlinear equations
- stochastic control
- data mining
- real time