Control variable parameterization and optimization method for stochastic linear quadratic models

•A parametric optimal control problem of stochastic LQ model is investigated.•A control variable parameterization and optimization method is presented.•Our method provides a simpler form of optimal control than previous method. The linear quadratic (LQ) optimal control model is widely used in indust...

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Bibliographic Details

Published in:	Chaos, solitons and fractals Vol. 154; p. 111638
Main Authors:	Li, Bo, Huang, Tian
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.01.2022
Subjects:	Control parameter Linear quadratic Parametric optimization Riccati differential equation Uncertain optimal control Parametric optimization Riccati differential equation Uncertain optimal control Control parameter Linear quadratic
ISSN:	0960-0779, 1873-2887
Online Access:	Get full text
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