Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
In this paper, we propose an efficient algorithm for solving a non-linear stochastic optimal control problem in discrete-time, where the true filtered solution of the original optimal control problem is obtained through solving a linear model-based optimal control problem with adjustable parameters...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/21845 |