An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems
An iterative algorithm, which is called the integrated optimal control and parameter estimation algorithm, is developed for solving a discrete time nonlinear stochastic control problem. It is based on the integration of the principle of model-reality differences and Kalman filtering theory, where th...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/15129 |