Approximate dynamic programming for stochastic systems with additive and multiplicative noise

Keyphrases

• Multiplicative Noise 100%
• Additive Noise 100%
• Approximate Dynamic Programming 100%
• Stochastic Systems 100%
• Adaptive Dynamic Programming 66%
• Cost Matrix 66%
• Numerical Examples 33%
• Algebraic Riccati Equation 33%
• Optimal Cost 33%
• Calculus 33%
• Covariance 33%
• Reinforcement Learning 33%
• Programming Techniques 33%
• Policy Gradient Method 33%
• Stochastic Optimal Control Problems 33%
• Cost Value 33%

Mathematics

• Approximates 100%
• Additive Noise 100%
• Multiplicative Noise 100%
• Stochastic System 100%
• Cost Matrix 66%
• Stochastics 33%
• Optimal Control Problem 33%
• Numerical Example 33%
• Covariance 33%
• time interval τ 33%
• Riccati Equation 33%
• Calculus 33%
• Programming Methodology 33%