Integrated optimal control and parameter estimation algorithms for discrete-time nonlinear stochastic dynamical systems

This thesis describes the development of an efficient algorithm for solving nonlinear stochastic optimal control problems in discrete-time based on the principle of model-reality differences. The main idea is the integration of optimal control and parameter estimation. In this work, a simplified...

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Bibliographic Details
Main Author: Kek, Sie Long
Format: Thesis
Language:English
Published: 2011
Subjects:
Online Access:http://eprints.uthm.edu.my/3019/
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