Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences
A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, t...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Hindawi Publishing
2015
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| Subjects: | |
| Online Access: | http://eprints.utm.my/54945/ http://eprints.utm.my/54945/ http://eprints.utm.my/54945/ |
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