An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems

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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...

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Bibliographic Details
Main Authors:	Kek, S., Aziz, M., Teo, Kok Lay, Ahmad, R.
Format:	Journal Article
Published:	2013
Online Access:	http://hdl.handle.net/20.500.11937/15129

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