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An improved iterative algorithm for solving optimal tracking control problems of stochastic systems.

Shuangyun XingYifan LiuDa-Yan Liu
Published in: Math. Comput. Simul. (2023)
Keyphrases
  • optimal solution
  • control problems
  • worst case
  • dynamic programming
  • learning algorithm
  • optimal control
  • objective function
  • optimization algorithm
  • convergence rate
  • stochastic systems
  • search space
  • stochastic control