Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach

Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach

In this paper, a computational approach is proposed for solving the discrete-time nonlinear optimal control problem, which is disturbed by a sequence of random noises. Because of the exact solution of such optimal control problem is impossible to be obtained, estimating the state dynamics is current...

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Bibliographic Details
Main Authors: Kek, Sie Long, Sim, Sy Yi, Leong, Wah June, Teo, Kok Lay
Format: Article
Language:English
Published: Scientific Research Publishing 2018
Online Access:http://psasir.upm.edu.my/id/eprint/72308/
http://psasir.upm.edu.my/id/eprint/72308/1/Discrete-time%20nonlinear%20stochastic%20optimal%20control%20problem%20based%20on%20stochastic%20approximation%20approach.pdf

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