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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Scientific Research Publishing
2018
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| Online Access: | http://psasir.upm.edu.my/id/eprint/72308/1/Discrete-time%20nonlinear%20stochastic%20optimal%20control%20problem%20based%20on%20stochastic%20approximation%20approach.pdf |