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IEICE Trans

Keyword : fixed point algorithm

Near-Optimal Control for Singularly Perturbed Stochastic Systems
Muneomi SAGARA Hiroaki MUKAIDANI Toru YAMAMOTO 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2009/11/01
Vol. E92-A  No. 11 ; pp. 2874-2882
Type of Manuscript:  PAPER
Category: Systems and Control
Keyword: 
stochastic LQ problem, state-dependent noise, Newton's method, fixed point algorithm, 
 Summary | Full Text:PDF