An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games.
Yantao FengBrian D. O. AndersonPublished in: Syst. Control. Lett. (2010)
Keyphrases
- np hard
- cost function
- monte carlo
- mathematical model
- computational complexity
- high accuracy
- detection algorithm
- search space
- k means
- significant improvement
- computational cost
- worst case
- matching algorithm
- times faster
- iterative optimization
- particle swarm optimization
- input data
- linear programming
- simulated annealing
- preprocessing
- optimal solution
- newton raphson
- optimal strategy
- iterative process
- neural network
- state variables
- recognition algorithm
- optimization algorithm
- expectation maximization
- image sequences