An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI) algorithm to solve an infinite-horizon continuous-time linear quadratic stochastic (LQS) optimal control problem, where the diffusion term in system dynamics contains both control and state variable...
Uloženo v:
| Vydáno v: | Journal of applied mathematics & computing Ročník 69; číslo 3; s. 2741 - 2760 |
|---|---|
| Hlavní autor: | |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Berlin/Heidelberg
Springer Berlin Heidelberg
01.06.2023
Springer Nature B.V |
| Témata: | |
| ISSN: | 1598-5865, 1865-2085 |
| On-line přístup: | Získat plný text |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Abstract | This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI) algorithm to solve an infinite-horizon continuous-time linear quadratic stochastic (LQS) optimal control problem, where the diffusion term in system dynamics contains both control and state variables. First, we apply Ito’s lemma and take expectations to describe a relationship among the state trajectory, the control input and the matrices to be solved. Then, without needing the information of all system coefficient matrices, the ADP-based model-free algorithm is developed to approximate the optimal control from the collected data. Moreover, we give the convergence analysis under some mild conditions. Finally, a numerical example and an illustrative application are served to show that the proposed algorithm is effective. |
|---|---|
| AbstractList | This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI) algorithm to solve an infinite-horizon continuous-time linear quadratic stochastic (LQS) optimal control problem, where the diffusion term in system dynamics contains both control and state variables. First, we apply Ito’s lemma and take expectations to describe a relationship among the state trajectory, the control input and the matrices to be solved. Then, without needing the information of all system coefficient matrices, the ADP-based model-free algorithm is developed to approximate the optimal control from the collected data. Moreover, we give the convergence analysis under some mild conditions. Finally, a numerical example and an illustrative application are served to show that the proposed algorithm is effective. |
| Author | Zhang, Heng |
| Author_xml | – sequence: 1 givenname: Heng orcidid: 0000-0003-2508-1137 surname: Zhang fullname: Zhang, Heng email: zhangh2828@163.com organization: School of Control Science and Engineering, Shandong University |
| BookMark | eNp9kEtLLDEQhYMo-PwDrgKuo3l0JumliC8Q7ubedahO0jOR7mRMMsL46804gnAXrqoo6jun6pyiw5iiR-iS0WtGqbopjLOeEsoFoUxLRfoDdML0QhJOtTxsvew1kW1wjE5LeaV0oXran6DtbcTgYF3Du8duG2EOFq9zWmaY5xCXZIDiHYZpmXKoqxmPKeMQxxBD9WTVhh8p4ilEDxm_bcBlqE2h1GRXUHZtatozTNimWHOaduLD5Odyjo5GmIq_-K5n6N_D_d-7J_Ly5_H57vaFWMH6SkahYdCjV2JhwTMpqXXeu25wDpQbneNa8UE6KRgdFspRbTveMcs7CYoBE2foaq_bjN82vlTzmjY5NksjuOx6IZUUbYvvt2xOpWQ_mnVuZ-etYdTsIjb7iE2L2HxFbPoG6f8gG2r7f_cphOl3VOzR0nzi0uefq36hPgFsIZZi |
| CitedBy_id | crossref_primary_10_1016_j_neucom_2025_129758 crossref_primary_10_1016_j_jfranklin_2024_107054 crossref_primary_10_1002_rnc_70049 crossref_primary_10_1016_j_ejcon_2025_101226 crossref_primary_10_1016_j_neucom_2024_127269 crossref_primary_10_1080_00207721_2024_2392834 crossref_primary_10_1016_j_sysconle_2025_106050 crossref_primary_10_1007_s12190_024_02042_2 crossref_primary_10_1109_TAI_2024_3471729 crossref_primary_10_1109_TFUZZ_2024_3450912 crossref_primary_10_1016_j_matcom_2025_09_009 |
| Cites_doi | 10.1109/TCYB.2016.2623859 10.1080/00207721.2021.1929554 10.1016/S0024-3795(02)00651-1 10.1016/j.camwa.2019.03.005 10.1016/j.automatica.2022.110253 10.1109/TAC.1969.1099303 10.1109/9.863597 10.1002/mma.7943 10.1016/j.automatica.2012.06.096 10.1016/j.automatica.2022.110564 10.1016/j.automatica.2022.110751 10.1016/j.sysconle.2021.104983 10.1109/TCYB.2014.2322116 10.1016/j.sysconle.2016.12.003 10.1109/TAC.2016.2550518 10.1016/j.automatica.2008.08.017 10.1007/s002450010003 10.1137/18M1214147 10.1137/0306044 10.1016/S0024-3795(00)00144-0 10.1016/S0167-6911(00)00046-3 10.1109/TAC.2021.3085510 10.1137/S0363012900371083 10.1016/S0898-1221(03)00073-7 10.1007/s00034-021-01761-2 10.1137/11085267X 10.1007/978-3-319-50815-3 10.1109/TNNLS.2017.2773458 10.1016/j.camwa.2006.12.009 10.1109/TCYB.2015.2492242 10.1002/mma.6796 10.1016/j.automatica.2012.03.007 10.1016/j.automatica.2006.09.019 10.1016/j.knosys.2022.109683 10.1016/j.neucom.2015.06.053 10.1016/j.neucom.2018.04.018 10.1109/TAC.2022.3172250 10.1016/B978-0-12-805246-4.00007-0 |
| ContentType | Journal Article |
| Copyright | The Author(s) under exclusive licence to Korean Society for Informatics and Computational Applied Mathematics 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. The Author(s) under exclusive licence to Korean Society for Informatics and Computational Applied Mathematics 2023. |
| Copyright_xml | – notice: The Author(s) under exclusive licence to Korean Society for Informatics and Computational Applied Mathematics 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. – notice: The Author(s) under exclusive licence to Korean Society for Informatics and Computational Applied Mathematics 2023. |
| DBID | AAYXX CITATION 3V. 7SC 7TB 7WY 7WZ 7XB 87Z 88I 8AL 8FD 8FE 8FG 8FK 8FL 8G5 ABJCF ABUWG AFKRA ARAPS AZQEC BENPR BEZIV BGLVJ CCPQU DWQXO FR3 FRNLG F~G GNUQQ GUQSH HCIFZ JQ2 K60 K6~ K7- KR7 L.- L6V L7M L~C L~D M0C M0N M2O M2P M7S MBDVC P5Z P62 PHGZM PHGZT PKEHL PQBIZ PQBZA PQEST PQGLB PQQKQ PQUKI PRINS PTHSS Q9U |
| DOI | 10.1007/s12190-023-01857-9 |
| DatabaseName | CrossRef ProQuest Central (Corporate) Computer and Information Systems Abstracts Mechanical & Transportation Engineering Abstracts ABI/INFORM Collection ABI/INFORM Global (PDF only) ProQuest Central (purchase pre-March 2016) ABI/INFORM Collection Science Database (Alumni Edition) Computing Database (Alumni Edition) Technology Research Database ProQuest SciTech Collection ProQuest Technology Collection ProQuest Central (Alumni) (purchase pre-March 2016) ABI/INFORM Collection (Alumni) Research Library (Alumni) Materials Science & Engineering Collection ProQuest Central (Alumni) ProQuest Central UK/Ireland Advanced Technologies & Computer Science Collection ProQuest Central Essentials ProQuest Central Database Suite (ProQuest) Business Premium Collection Technology Collection ProQuest One ProQuest Central Engineering Research Database Business Premium Collection (Alumni) ABI/INFORM Global (Corporate) ProQuest Central Student ProQuest Research Library SciTech Collection (ProQuest) ProQuest Computer Science Collection ProQuest Business Collection (Alumni Edition) ProQuest Business Collection Computer Science Database Civil Engineering Abstracts ABI/INFORM Professional Advanced ProQuest Engineering Collection Advanced Technologies Database with Aerospace Computer and Information Systems Abstracts Academic Computer and Information Systems Abstracts Professional ABI/INFORM Collection (ProQuest) Computing Database Research Library (ProQuest) Science Database Engineering Database Research Library (Corporate) Advanced Technologies & Aerospace Database ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Premium ProQuest One Academic (New) ProQuest One Academic Middle East (New) ProQuest One Business ProQuest One Business (Alumni) ProQuest One Academic Eastern Edition (DO NOT USE) ProQuest One Applied & Life Sciences ProQuest One Academic (retired) ProQuest One Academic UKI Edition ProQuest Central China Engineering Collection ProQuest Central Basic |
| DatabaseTitle | CrossRef ProQuest Business Collection (Alumni Edition) Research Library Prep Computer Science Database ProQuest Central Student ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Essentials ProQuest Computer Science Collection Computer and Information Systems Abstracts SciTech Premium Collection ProQuest Central China ABI/INFORM Complete ProQuest One Applied & Life Sciences ProQuest Central (New) Engineering Collection Advanced Technologies & Aerospace Collection Business Premium Collection ABI/INFORM Global Engineering Database ProQuest Science Journals (Alumni Edition) ProQuest One Academic Eastern Edition ProQuest Technology Collection ProQuest Business Collection ProQuest One Academic UKI Edition Engineering Research Database ProQuest One Academic ProQuest One Academic (New) ABI/INFORM Global (Corporate) ProQuest One Business Technology Collection Technology Research Database Computer and Information Systems Abstracts – Academic ProQuest One Academic Middle East (New) Mechanical & Transportation Engineering Abstracts ProQuest Central (Alumni Edition) ProQuest One Community College Research Library (Alumni Edition) ProQuest Central ABI/INFORM Professional Advanced ProQuest Engineering Collection ProQuest Central Korea ProQuest Research Library Advanced Technologies Database with Aerospace ABI/INFORM Complete (Alumni Edition) Civil Engineering Abstracts ProQuest Computing ABI/INFORM Global (Alumni Edition) ProQuest Central Basic ProQuest Science Journals ProQuest Computing (Alumni Edition) ProQuest SciTech Collection Computer and Information Systems Abstracts Professional Advanced Technologies & Aerospace Database Materials Science & Engineering Collection ProQuest One Business (Alumni) ProQuest Central (Alumni) Business Premium Collection (Alumni) |
| DatabaseTitleList | ProQuest Business Collection (Alumni Edition) |
| Database_xml | – sequence: 1 dbid: BENPR name: ProQuest Central url: https://www.proquest.com/central sourceTypes: Aggregation Database |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Mathematics |
| EISSN | 1865-2085 |
| EndPage | 2760 |
| ExternalDocumentID | 10_1007_s12190_023_01857_9 |
| GrantInformation_xml | – fundername: National Natural Science Foundation of China grantid: 11831010; 61821004; 61925306 funderid: http://dx.doi.org/10.13039/501100001809 – fundername: Natural Science Foundation of Shandong Province grantid: ZR2019ZD42; ZR2020ZD24 funderid: http://dx.doi.org/10.13039/501100007129 – fundername: National Key R &D Program of China grantid: 2022YFA1006103 |
| GroupedDBID | -52 -5D -5G -BR -EM -Y2 -~C .86 .VR 06D 0R~ 0VY 1N0 2.D 203 29J 2J2 2JN 2JY 2KG 2KM 2LR 2VQ 2~H 30V 3V. 4.4 406 408 40D 40E 5VS 6NX 7WY 88I 8FE 8FG 8FL 8G5 8TC 8UJ 95- 95. 95~ 96X AAAVM AABHQ AACDK AAHNG AAIAL AAJBT AAJKR AANZL AARHV AARTL AASML AATNV AATVU AAUYE AAWCG AAYIU AAYQN AAYTO AAYZH ABAKF ABDZT ABECU ABFTD ABFTV ABHQN ABJCF ABJNI ABJOX ABKCH ABMNI ABMQK ABNWP ABQBU ABQSL ABSXP ABTEG ABTHY ABTKH ABTMW ABUWG ABWNU ABXPI ACAOD ACBXY ACDTI ACGFS ACGOD ACHSB ACHXU ACIWK ACKNC ACMDZ ACMLO ACOKC ACOMO ACPIV ACSNA ACZOJ ADHIR ADINQ ADKNI ADKPE ADRFC ADTPH ADURQ ADYFF ADZKW AEBTG AEFQL AEGAL AEGNC AEJHL AEJRE AEMSY AEOHA AEPYU AESKC AETLH AEVLU AEXYK AFBBN AFGCZ AFKRA AFLOW AFQWF AFWTZ AFZKB AGAYW AGDGC AGJBK AGMZJ AGQEE AGQMX AGRTI AGWIL AGWZB AGYKE AHAVH AHBYD AHKAY AHSBF AHYZX AIAKS AIGIU AIIXL AILAN AITGF AJBLW AJRNO AJZVZ ALMA_UNASSIGNED_HOLDINGS ALWAN AMKLP AMXSW AMYLF AOCGG ARAPS ARMRJ ASPBG AVWKF AXYYD AYJHY AZFZN AZQEC B-. BA0 BAPOH BDATZ BENPR BEZIV BGLVJ BGNMA BPHCQ CAG CCPQU COF CS3 CSCUP DDRTE DNIVK DPUIP DWQXO EBLON EBS EIOEI EJD ESBYG FEDTE FERAY FFXSO FIGPU FINBP FNLPD FRNLG FRRFC FSGXE FWDCC GGCAI GGRSB GJIRD GNUQQ GNWQR GQ6 GQ7 GROUPED_ABI_INFORM_COMPLETE GUQSH H13 HCIFZ HF~ HG6 HMJXF HRMNR HVGLF HZ~ IJ- IKXTQ IWAJR IXC IXD IZQ I~X J-C J0Z JBSCW JZLTJ K60 K6V K6~ K7- KOV L6V LLZTM M0C M0N M2O M2P M4Y M7S MA- N2Q N9A NDZJH NF0 NPVJJ NQJWS NU0 O9- O93 O9G O9I O9J P19 P62 P9R PF0 PQBIZ PQBZA PQQKQ PROAC PT4 PT5 PTHSS Q2X QOK QOS R89 R9I RHV RNS ROL RPX RSV S16 S1Z S26 S27 S28 S3B SAP SCLPG SDH SHX SISQX SJYHP SMT SNE SNPRN SNX SOHCF SOJ SPISZ SRMVM SSLCW STPWE SZN T13 T16 TSG TSV TUC U2A UG4 UOJIU UTJUX UZXMN VC2 VFIZW W48 WK8 YLTOR Z45 ZMTXR ZWQNP AAPKM AAYXX ABBRH ABDBE ABFSG ABRTQ ACSTC ADHKG AEZWR AFDZB AFFHD AFHIU AFOHR AGQPQ AHPBZ AHWEU AIXLP ATHPR AYFIA CITATION PHGZM PHGZT PQGLB 7SC 7TB 7XB 8AL 8FD 8FK FR3 JQ2 KR7 L.- L7M L~C L~D MBDVC PKEHL PQEST PQUKI PRINS Q9U |
| ID | FETCH-LOGICAL-c319t-f38ab8fe736cae1550cdeed4bdda7dfdd2872b5d5310b67d08c4241c245a71a13 |
| IEDL.DBID | 7WY |
| ISICitedReferencesCount | 10 |
| ISICitedReferencesURI | http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000963202300001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| ISSN | 1598-5865 |
| IngestDate | Sun Sep 28 03:52:50 EDT 2025 Sat Nov 29 06:16:22 EST 2025 Tue Nov 18 22:30:36 EST 2025 Fri Feb 21 02:43:28 EST 2025 |
| IsPeerReviewed | true |
| IsScholarly | true |
| Issue | 3 |
| Keywords | 93E20 Policy iteration Model-free Adaptive dynamic programming 93E03 Linear quadratic stochastic optimal control |
| Language | English |
| LinkModel | DirectLink |
| MergedId | FETCHMERGED-LOGICAL-c319t-f38ab8fe736cae1550cdeed4bdda7dfdd2872b5d5310b67d08c4241c245a71a13 |
| Notes | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ORCID | 0000-0003-2508-1137 |
| PQID | 3254935753 |
| PQPubID | 54415 |
| PageCount | 20 |
| ParticipantIDs | proquest_journals_3254935753 crossref_primary_10_1007_s12190_023_01857_9 crossref_citationtrail_10_1007_s12190_023_01857_9 springer_journals_10_1007_s12190_023_01857_9 |
| PublicationCentury | 2000 |
| PublicationDate | 20230600 2023-06-00 20230601 |
| PublicationDateYYYYMMDD | 2023-06-01 |
| PublicationDate_xml | – month: 6 year: 2023 text: 20230600 |
| PublicationDecade | 2020 |
| PublicationPlace | Berlin/Heidelberg |
| PublicationPlace_xml | – name: Berlin/Heidelberg – name: Dordrecht |
| PublicationTitle | Journal of applied mathematics & computing |
| PublicationTitleAbbrev | J. Appl. Math. Comput |
| PublicationYear | 2023 |
| Publisher | Springer Berlin Heidelberg Springer Nature B.V |
| Publisher_xml | – name: Springer Berlin Heidelberg – name: Springer Nature B.V |
| References | Kiumarsi, Vamvoudakis, Modares, Lewis (CR18) 2017; 29 Lewis, Liu (CR21) 2013 Ait Rami, Zhou (CR2) 2000; 45 Li, Qin, Zheng, Wang, Kang (CR24) 2022; 140 CR38 Vrabie, Pastravanu, Abu-Khalaf, Lewis (CR35) 2009; 45 Bradtke (CR8) 1993; 5 Ait Rami, Zhou, Moore (CR3) 2000; 41 Bian, Jiang, Jiang (CR5) 2016; 61 Jin, Xia, Deng, Li, Chen (CR16) 2021; 40 Wei, Liu, Lin (CR39) 2016; 46 Jin, Xia, Chen (CR15) 2021; 44 CR33 Zhou, Li (CR45) 2000; 42 Liu, Ge, Li (CR26) 2019; 363 CR30 Wang, Zhang, Luo (CR37) 2018; 312 Damm, Hinrichsen (CR9) 2001; 332–334 Freiling, Hochhaus (CR10) 2004; 379 Luo, Liu, Wu, Wang, Lewis (CR27) 2017; 47 Vamvoudakis (CR34) 2017; 100 Wang, Zhang, Luo (CR36) 2016; 171 Kleinman (CR19) 1969; 14 Ait Rami, Moore, Zhou (CR1) 2001; 40 Ni, Fang (CR29) 2013; 51 Bian, Jiang (CR7) 2019; 57 CR6 Li, Xu, Jin, Shu (CR22) 2022; 255 Li, Zhang, Sun (CR23) 2023; 147 Ivanov (CR13) 2007; 53 Xu, Jagannathan, Lewis (CR43) 2012; 48 Freiling, Hochhaus (CR11) 2003; 45 Mukherjee, Bai, Chakrabortty (CR28) 2021; 154 Palanisamy, Modares, Lewis, Aurangzeb (CR31) 2015; 45 CR44 Jin, Xia, Gao (CR17) 2022; 45 CR20 Al-Tamimi, Lewis, Abu-Khalaf (CR4) 2007; 43 Ge, Liu, Li (CR12) 2021; 52 CR40 Xie, Yu, Lan (CR42) 2022; 146 Liu, Wei, Wang, Yang, Li (CR25) 2017 Wonham (CR41) 1968; 6 Jiang, Jiang (CR14) 2012; 48 Pang, Bian, Jiang (CR32) 2022; 67 Q Wei (1857_CR39) 2016; 46 FL Lewis (1857_CR21) 2013 Y Jiang (1857_CR14) 2012; 48 T Wang (1857_CR37) 2018; 312 B Luo (1857_CR27) 2017; 47 T Bian (1857_CR7) 2019; 57 D Kleinman (1857_CR19) 1969; 14 X Zhou (1857_CR45) 2000; 42 Y Ge (1857_CR12) 2021; 52 A Al-Tamimi (1857_CR4) 2007; 43 T Bian (1857_CR5) 2016; 61 K Xie (1857_CR42) 2022; 146 Y Ni (1857_CR29) 2013; 51 T Jin (1857_CR17) 2022; 45 1857_CR20 D Vrabie (1857_CR35) 2009; 45 IG Ivanov (1857_CR13) 2007; 53 T Jin (1857_CR16) 2021; 40 1857_CR40 B Pang (1857_CR32) 2022; 67 KG Vamvoudakis (1857_CR34) 2017; 100 T Damm (1857_CR9) 2001; 332–334 1857_CR44 WM Wonham (1857_CR41) 1968; 6 B Kiumarsi (1857_CR18) 2017; 29 SJ Bradtke (1857_CR8) 1993; 5 B Li (1857_CR23) 2023; 147 M Ait Rami (1857_CR2) 2000; 45 1857_CR6 M Li (1857_CR24) 2022; 140 H Xu (1857_CR43) 2012; 48 M Ait Rami (1857_CR1) 2001; 40 1857_CR38 M Ait Rami (1857_CR3) 2000; 41 X Liu (1857_CR26) 2019; 363 S Mukherjee (1857_CR28) 2021; 154 D Liu (1857_CR25) 2017 M Palanisamy (1857_CR31) 2015; 45 G Freiling (1857_CR10) 2004; 379 G Freiling (1857_CR11) 2003; 45 B Li (1857_CR22) 2022; 255 1857_CR30 T Jin (1857_CR15) 2021; 44 T Wang (1857_CR36) 2016; 171 1857_CR33 |
| References_xml | – year: 2013 ident: CR21 publication-title: Reinforcement Learning and Approximate Dynamic Programming for Feedback Control – volume: 47 start-page: 3341 issue: 10 year: 2017 end-page: 3354 ident: CR27 article-title: Policy gradient adaptive dynamic programming for data-based optimal control publication-title: IEEE Trans. Cybern. doi: 10.1109/TCYB.2016.2623859 – volume: 52 start-page: 1 issue: 15 year: 2021 end-page: 15 ident: CR12 article-title: Optimal control for unknown mean-field discrete-time system based on Q-Learning publication-title: Int. J. Syst. Sci. doi: 10.1080/00207721.2021.1929554 – volume: 379 start-page: 43 issue: 1–3 year: 2004 end-page: 68 ident: CR10 article-title: On a class of rational matrix differential equations arising in stochastic control publication-title: Linear Algebra Appl. doi: 10.1016/S0024-3795(02)00651-1 – volume: 363 start-page: 1 year: 2019 end-page: 19 ident: CR26 article-title: Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming publication-title: Appl. Math. Comput. doi: 10.1016/j.camwa.2019.03.005 – volume: 140 year: 2022 ident: CR24 article-title: Model-free design of stochastic LQR controller from a primal-dual optimization perspective publication-title: Automatica doi: 10.1016/j.automatica.2022.110253 – volume: 14 start-page: 673 issue: 6 year: 1969 end-page: 677 ident: CR19 article-title: Optimal stationary control of linear systems with control-dependent noise publication-title: IEEE Trans. Autom. Control. doi: 10.1109/TAC.1969.1099303 – volume: 45 start-page: 1131 issue: 6 year: 2000 end-page: 1143 ident: CR2 article-title: Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls publication-title: IEEE Trans. Autom. Control doi: 10.1109/9.863597 – volume: 45 start-page: 2615 issue: 5 year: 2022 end-page: 2637 ident: CR17 article-title: Reliability analysis of the uncertain fractional-order dynamic system with state constraint publication-title: Math. Method. Appl. Sci. doi: 10.1002/mma.7943 – volume: 48 start-page: 2699 issue: 10 year: 2012 end-page: 2704 ident: CR14 article-title: Computational adaptive optimal control for continuous-time linear systems with completely unknown dynamics publication-title: Automatica doi: 10.1016/j.automatica.2012.06.096 – ident: CR30 – volume: 146 year: 2022 ident: CR42 article-title: Optimal output regulation for unknown continuous-time linear systems by internal model and adaptive dynamic programming publication-title: Automatica doi: 10.1016/j.automatica.2022.110564 – volume: 147 year: 2023 ident: CR23 article-title: Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity publication-title: Automatica doi: 10.1016/j.automatica.2022.110751 – ident: CR33 – volume: 154 start-page: 1 year: 2021 end-page: 9 ident: CR28 article-title: Model-based and model-free designs for an extended continuous-time LQR with exogenous inputs publication-title: Syst. Control Lett. doi: 10.1016/j.sysconle.2021.104983 – volume: 45 start-page: 165 issue: 2 year: 2015 end-page: 176 ident: CR31 article-title: Continuous-time q-learning for infinite-horizon discounted cost linear quadratic regulator problems publication-title: IEEE Trans. Cybern. doi: 10.1109/TCYB.2014.2322116 – ident: CR6 – volume: 100 start-page: 14 year: 2017 end-page: 20 ident: CR34 article-title: Q-learning for continuous-time linear systems: a model-free infinite horizon optimal control approach publication-title: Syst. Control Lett. doi: 10.1016/j.sysconle.2016.12.003 – volume: 61 start-page: 4170 issue: 12 year: 2016 end-page: 4175 ident: CR5 article-title: Adaptive dynamic programming for stochastic systems with state and control dependent noise publication-title: IEEE Trans. Autom. Control doi: 10.1109/TAC.2016.2550518 – volume: 45 start-page: 477 issue: 2 year: 2009 end-page: 484 ident: CR35 article-title: Adaptive optimal control for continuous-time linear systems based on policy iteration publication-title: Automatica doi: 10.1016/j.automatica.2008.08.017 – volume: 42 start-page: 19 issue: 1 year: 2000 end-page: 33 ident: CR45 article-title: Continuous-time mean-variance portfolio selection: a stochastic LQ framework publication-title: Appl. Math. Optim. doi: 10.1007/s002450010003 – ident: CR40 – volume: 57 start-page: 4150 issue: 6 year: 2019 end-page: 4174 ident: CR7 article-title: Continuous-time robust dynamic programming publication-title: SIAM J. Control Optim. doi: 10.1137/18M1214147 – volume: 6 start-page: 681 issue: 4 year: 1968 end-page: 697 ident: CR41 article-title: On a matrix Riccati equation of stochastic control publication-title: SIAM J. Control doi: 10.1137/0306044 – volume: 332–334 start-page: 81 year: 2001 end-page: 109 ident: CR9 article-title: Newton’s method for a rational matrix equation occuring in stochastic control publication-title: Linear Algebra Appl. doi: 10.1016/S0024-3795(00)00144-0 – volume: 41 start-page: 123 issue: 2 year: 2000 end-page: 133 ident: CR3 article-title: Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon publication-title: Syst. Control Lett. doi: 10.1016/S0167-6911(00)00046-3 – volume: 67 start-page: 504 issue: 1 year: 2022 end-page: 511 ident: CR32 article-title: Robust policy iteration for continuous-time linear quadratic regulation publication-title: IEEE Trans. Autom. Control doi: 10.1109/TAC.2021.3085510 – volume: 40 start-page: 1296 year: 2001 end-page: 1311 ident: CR1 article-title: Indefinite stochastic linear quadratic control and generilized differential Riccati equation publication-title: SIAM J. Control Optim. doi: 10.1137/S0363012900371083 – ident: CR44 – volume: 45 start-page: 1137 issue: 6 year: 2003 end-page: 1154 ident: CR11 article-title: Properties of the solutions of rational matrix difference equations publication-title: Comput. Math. Appl. doi: 10.1016/S0898-1221(03)00073-7 – volume: 40 start-page: 5955 issue: 12 year: 2021 end-page: 5982 ident: CR16 article-title: Uncertain fractional-order multi-objective optimization based on reliability analysis and application to fractional-order circuit with caputo type publication-title: Circ. Syst. Signal Process. doi: 10.1007/s00034-021-01761-2 – volume: 5 start-page: 295 year: 1993 end-page: 302 ident: CR8 article-title: Reinforcement learning applied to linear quadratic regulation publication-title: Adv. Neural Inf. Process. Syst. – volume: 51 start-page: 3844 issue: 5 year: 2013 end-page: 3862 ident: CR29 article-title: Policy iteration algorithm for singular controlled diffusion processes publication-title: SIAM J. Control Optim. doi: 10.1137/11085267X – year: 2017 ident: CR25 publication-title: Adaptive Dynamic Programming with Applications in Optimal Control doi: 10.1007/978-3-319-50815-3 – ident: CR38 – volume: 29 start-page: 2042 issue: 6 year: 2017 end-page: 2062 ident: CR18 article-title: Optimal and autonomous control using reinforcement learning: a survey publication-title: IEEE Trans. Neural Netw. Learn. Syst. doi: 10.1109/TNNLS.2017.2773458 – volume: 53 start-page: 977 issue: 6 year: 2007 end-page: 988 ident: CR13 article-title: Iterations for solving a rational Riccati equation arising in stochastic control publication-title: Comput. Math. Appl. doi: 10.1016/j.camwa.2006.12.009 – volume: 46 start-page: 840 issue: 3 year: 2016 end-page: 853 ident: CR39 article-title: Value iteration adaptive dynamic programming for optimal control of discrete-time nonlinear systems publication-title: IEEE Trans. Cybern. doi: 10.1109/TCYB.2015.2492242 – volume: 44 start-page: 882 issue: 1 year: 2021 end-page: 900 ident: CR15 article-title: Optimal control problem of the uncertain second-order circuit based on first hitting criteria publication-title: Math. Method. Appl. Sci. doi: 10.1002/mma.6796 – volume: 48 start-page: 1017 issue: 6 year: 2012 end-page: 1030 ident: CR43 article-title: Stochastic optimal control of unknown linear networked control system in the presence of random delays and packet losses publication-title: Automatica doi: 10.1016/j.automatica.2012.03.007 – volume: 43 start-page: 473 issue: 3 year: 2007 end-page: 481 ident: CR4 article-title: Model-free Q-learning designs for linear discrete-time zero-sum games with application to H-infinity control publication-title: Automatica doi: 10.1016/j.automatica.2006.09.019 – volume: 255 year: 2022 ident: CR22 article-title: Piecewise parameterization for multifactor uncertain system and uncertain inventory-promotion optimization publication-title: Knowl-based Syst. doi: 10.1016/j.knosys.2022.109683 – volume: 171 start-page: 379 year: 2016 end-page: 386 ident: CR36 article-title: Infinite-time stochastic linear quadratic optimal control for unknown discrete-time systems using adaptive dynamic programming approach publication-title: Neurocomputing doi: 10.1016/j.neucom.2015.06.053 – ident: CR20 – volume: 312 start-page: 1 year: 2018 end-page: 8 ident: CR37 article-title: Stochastic linear quadratic optimal control for model-free discrete-time systems based on Q-learning algorithm publication-title: Neurocomputing doi: 10.1016/j.neucom.2018.04.018 – volume: 57 start-page: 4150 issue: 6 year: 2019 ident: 1857_CR7 publication-title: SIAM J. Control Optim. doi: 10.1137/18M1214147 – volume: 29 start-page: 2042 issue: 6 year: 2017 ident: 1857_CR18 publication-title: IEEE Trans. Neural Netw. Learn. Syst. doi: 10.1109/TNNLS.2017.2773458 – volume: 45 start-page: 2615 issue: 5 year: 2022 ident: 1857_CR17 publication-title: Math. Method. Appl. Sci. doi: 10.1002/mma.7943 – volume: 42 start-page: 19 issue: 1 year: 2000 ident: 1857_CR45 publication-title: Appl. Math. Optim. doi: 10.1007/s002450010003 – volume: 14 start-page: 673 issue: 6 year: 1969 ident: 1857_CR19 publication-title: IEEE Trans. Autom. Control. doi: 10.1109/TAC.1969.1099303 – volume: 40 start-page: 1296 year: 2001 ident: 1857_CR1 publication-title: SIAM J. Control Optim. doi: 10.1137/S0363012900371083 – volume-title: Reinforcement Learning and Approximate Dynamic Programming for Feedback Control year: 2013 ident: 1857_CR21 – volume: 51 start-page: 3844 issue: 5 year: 2013 ident: 1857_CR29 publication-title: SIAM J. Control Optim. doi: 10.1137/11085267X – ident: 1857_CR33 doi: 10.1109/TAC.2022.3172250 – volume: 171 start-page: 379 year: 2016 ident: 1857_CR36 publication-title: Neurocomputing doi: 10.1016/j.neucom.2015.06.053 – volume: 41 start-page: 123 issue: 2 year: 2000 ident: 1857_CR3 publication-title: Syst. Control Lett. doi: 10.1016/S0167-6911(00)00046-3 – volume: 43 start-page: 473 issue: 3 year: 2007 ident: 1857_CR4 publication-title: Automatica doi: 10.1016/j.automatica.2006.09.019 – volume: 5 start-page: 295 year: 1993 ident: 1857_CR8 publication-title: Adv. Neural Inf. Process. Syst. – volume: 47 start-page: 3341 issue: 10 year: 2017 ident: 1857_CR27 publication-title: IEEE Trans. Cybern. doi: 10.1109/TCYB.2016.2623859 – ident: 1857_CR40 – volume: 48 start-page: 2699 issue: 10 year: 2012 ident: 1857_CR14 publication-title: Automatica doi: 10.1016/j.automatica.2012.06.096 – volume: 45 start-page: 165 issue: 2 year: 2015 ident: 1857_CR31 publication-title: IEEE Trans. Cybern. doi: 10.1109/TCYB.2014.2322116 – volume: 45 start-page: 1137 issue: 6 year: 2003 ident: 1857_CR11 publication-title: Comput. Math. Appl. doi: 10.1016/S0898-1221(03)00073-7 – ident: 1857_CR44 – volume: 46 start-page: 840 issue: 3 year: 2016 ident: 1857_CR39 publication-title: IEEE Trans. Cybern. doi: 10.1109/TCYB.2015.2492242 – volume: 312 start-page: 1 year: 2018 ident: 1857_CR37 publication-title: Neurocomputing doi: 10.1016/j.neucom.2018.04.018 – volume: 363 start-page: 1 year: 2019 ident: 1857_CR26 publication-title: Appl. Math. Comput. doi: 10.1016/j.camwa.2019.03.005 – volume: 44 start-page: 882 issue: 1 year: 2021 ident: 1857_CR15 publication-title: Math. Method. Appl. Sci. doi: 10.1002/mma.6796 – volume: 45 start-page: 1131 issue: 6 year: 2000 ident: 1857_CR2 publication-title: IEEE Trans. Autom. Control doi: 10.1109/9.863597 – volume: 154 start-page: 1 year: 2021 ident: 1857_CR28 publication-title: Syst. Control Lett. doi: 10.1016/j.sysconle.2021.104983 – volume: 146 year: 2022 ident: 1857_CR42 publication-title: Automatica doi: 10.1016/j.automatica.2022.110564 – volume: 379 start-page: 43 issue: 1–3 year: 2004 ident: 1857_CR10 publication-title: Linear Algebra Appl. doi: 10.1016/S0024-3795(02)00651-1 – volume-title: Adaptive Dynamic Programming with Applications in Optimal Control year: 2017 ident: 1857_CR25 doi: 10.1007/978-3-319-50815-3 – volume: 6 start-page: 681 issue: 4 year: 1968 ident: 1857_CR41 publication-title: SIAM J. Control doi: 10.1137/0306044 – volume: 52 start-page: 1 issue: 15 year: 2021 ident: 1857_CR12 publication-title: Int. J. Syst. Sci. doi: 10.1080/00207721.2021.1929554 – volume: 147 year: 2023 ident: 1857_CR23 publication-title: Automatica doi: 10.1016/j.automatica.2022.110751 – ident: 1857_CR30 – volume: 45 start-page: 477 issue: 2 year: 2009 ident: 1857_CR35 publication-title: Automatica doi: 10.1016/j.automatica.2008.08.017 – volume: 332–334 start-page: 81 year: 2001 ident: 1857_CR9 publication-title: Linear Algebra Appl. doi: 10.1016/S0024-3795(00)00144-0 – volume: 100 start-page: 14 year: 2017 ident: 1857_CR34 publication-title: Syst. Control Lett. doi: 10.1016/j.sysconle.2016.12.003 – volume: 53 start-page: 977 issue: 6 year: 2007 ident: 1857_CR13 publication-title: Comput. Math. Appl. doi: 10.1016/j.camwa.2006.12.009 – volume: 40 start-page: 5955 issue: 12 year: 2021 ident: 1857_CR16 publication-title: Circ. Syst. Signal Process. doi: 10.1007/s00034-021-01761-2 – volume: 255 year: 2022 ident: 1857_CR22 publication-title: Knowl-based Syst. doi: 10.1016/j.knosys.2022.109683 – volume: 48 start-page: 1017 issue: 6 year: 2012 ident: 1857_CR43 publication-title: Automatica doi: 10.1016/j.automatica.2012.03.007 – volume: 67 start-page: 504 issue: 1 year: 2022 ident: 1857_CR32 publication-title: IEEE Trans. Autom. Control doi: 10.1109/TAC.2021.3085510 – ident: 1857_CR38 – ident: 1857_CR20 – volume: 140 year: 2022 ident: 1857_CR24 publication-title: Automatica doi: 10.1016/j.automatica.2022.110253 – ident: 1857_CR6 doi: 10.1016/B978-0-12-805246-4.00007-0 – volume: 61 start-page: 4170 issue: 12 year: 2016 ident: 1857_CR5 publication-title: IEEE Trans. Autom. Control doi: 10.1109/TAC.2016.2550518 |
| SSID | ssj0067909 |
| Score | 2.3843145 |
| Snippet | This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI) algorithm to solve an infinite-horizon continuous-time... |
| SourceID | proquest crossref springer |
| SourceType | Aggregation Database Enrichment Source Index Database Publisher |
| StartPage | 2741 |
| SubjectTerms | Adaptive algorithms Algorithms Approximation Brownian motion Computational Mathematics and Numerical Analysis Dynamic programming Euclidean space Mathematical and Computational Engineering Mathematics Mathematics and Statistics Mathematics of Computing Optimal control Original Research System dynamics Theory of Computation |
| SummonAdditionalLinks | – databaseName: SpringerLink dbid: RSV link: http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV1LS8NAEF60etCDb7FaZQ_eNNBk8zwWsXixCD7oLewjawttUpNU0F_vTLJpUVTQW0g2m2Vndueb7Mw3hJwzN9HSt21LOkiqHdnaEgKuRMil73IdalYXmwgGg3A4jO5MUljRRLs3R5LVTr1MdnMw7RlsDLi_SGAUrZI1D9lm0Ee_f2r2Xz-IqsAOsNOYU-R7JlXm-z4-m6MlxvxyLFpZm_72_8a5Q7YMuqS9Wh12yUqS7pHN2wU1a7FP3nop5YrPcJujqq5HT02U1hS-Y6FdU5RPnrN8XI6mFFAtBTUcIzi1RnDzPUspglOe05c5V6hCkgKGlCOOpM80g76nMAoTBU9NzZrigDz2rx-ubixTf8GSsDBLS7OQi1AnAfMlT9CXkQpMqiuU4oHSSoG35QhPwTLugnxVN5QuAALpuB4PbG6zQ9JKszQ5ItTjkZKcgWSQwE643FddKQPtaREkQidtYjdiiKUhJ8caGZN4SauM0xrDtMbVtMZRm1ws3pnV1By_tu400o3NMi1ihu4xA8TK2uSykeby8c-9Hf-t-QnZcCqFwL83HdIq83lyStblazku8rNKfT8A6mTtCA priority: 102 providerName: Springer Nature |
| Title | An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems |
| URI | https://link.springer.com/article/10.1007/s12190-023-01857-9 https://www.proquest.com/docview/3254935753 |
| Volume | 69 |
| WOSCitedRecordID | wos000963202300001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| journalDatabaseRights | – providerCode: PRVPQU databaseName: ABI/INFORM Collection customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: 7WY dateStart: 20230101 isFulltext: true titleUrlDefault: https://www.proquest.com/abicomplete providerName: ProQuest – providerCode: PRVPQU databaseName: ABI/INFORM Global customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: M0C dateStart: 20230101 isFulltext: true titleUrlDefault: https://search.proquest.com/abiglobal providerName: ProQuest – providerCode: PRVPQU databaseName: Advanced Technologies & Aerospace Database customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: P5Z dateStart: 20230101 isFulltext: true titleUrlDefault: https://search.proquest.com/hightechjournals providerName: ProQuest – providerCode: PRVPQU databaseName: Computer Science Database customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: K7- dateStart: 20230101 isFulltext: true titleUrlDefault: http://search.proquest.com/compscijour providerName: ProQuest – providerCode: PRVPQU databaseName: Engineering Database customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: M7S dateStart: 20230101 isFulltext: true titleUrlDefault: http://search.proquest.com providerName: ProQuest – providerCode: PRVPQU databaseName: ProQuest Central customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: BENPR dateStart: 20230101 isFulltext: true titleUrlDefault: https://www.proquest.com/central providerName: ProQuest – providerCode: PRVPQU databaseName: Research Library customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: M2O dateStart: 20230101 isFulltext: true titleUrlDefault: https://search.proquest.com/pqrl providerName: ProQuest – providerCode: PRVPQU databaseName: Science Database customDbUrl: eissn: 1865-2085 dateEnd: 20241214 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: M2P dateStart: 20230101 isFulltext: true titleUrlDefault: https://search.proquest.com/sciencejournals providerName: ProQuest – providerCode: PRVAVX databaseName: SpringerLINK Contemporary 1997-Present customDbUrl: eissn: 1865-2085 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0067909 issn: 1598-5865 databaseCode: RSV dateStart: 20020901 isFulltext: true titleUrlDefault: https://link.springer.com/search?facet-content-type=%22Journal%22 providerName: Springer Nature |
| link | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LT9tAEB5B6IEeWvpApKVoD721q8Ze22ufKkAgJEQaQcujF2sfXhKJOCFOKrW_nhl7TQQSXHoZ-Tla6Zudx-7ODMBnERXOJEHATUhFtbPAca3xSqfKJJFyqRNNswnZ76eXl9nAL7hV_lhlqxNrRW0nhtbIvwmKZAQ6F-L79JZT1yjaXfUtNFZhDQ11TB0M5MVVq4kTmdVHPNBiU3ZREvukmSZ1LqQkarRYGExTOaTsoWFaepuPNkhru3P4-n9HvAGvvMfJdhsReQMrRfkWXp7cl2ut3sHf3ZIpq6ak-phtetQzf3JrjKPiZOssUzfXyH8-HDP0dBmK5ogcVj7Eh_8mJSOHVc3Y7UJZEivD0K80Q0WFoNkEeY9xFP5kPPN9bKr38Ovw4Of-Efc9GbjByTrnTqRKp66QIjGqoPjGWDSzkbZWSeusxQgs1LHFqd1DzG0vNRE6CSaMYiUDFYhN6JSTstgCFqvMGiUQIypqpyOV2J4x0sVOy0K7ogtBC0hufMFy6ptxky9LLROIOYKY1yDmWRe-3P8zbcp1PPv1dotc7qdulS9h68LXFvvl66e5fXie20dYD2txoxWcbejMZ4viE7wwf-ajarZTC-4OrO0d9AeneHcsOdKT3j7R8EdNB0TlGdJB_Bvp6dn5HcED_3M |
| linkProvider | ProQuest |
| linkToHtml | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMw1V1LbxMxEB6VggQ98EYNLeADnMBqdr3PQ4UqoGqVNuJQpN4We2yTSM0mzaag8KP6Gzuzj0Yg0VsP3Fb7sGzvNzPf2J4ZgLcqch6TIJAYclLtPPDSGLoymcYk0j7zqik2kQ6H2elp_nUNLrtYGD5W2enEWlHbKfIa-Y5iT0YRuVAfZ-eSq0bx7mpXQqOBxcAtf5HLVu0efqb_-y4M97-cfDqQbVUBiQS3hfQq0ybzLlUJascMHS0ZishYq1PrrSUfIjSxJXD2qde2n2FEZg7DKNZpoANF7d6Bu5HKEpaoQSo7zZ-keX2khBgCRzMlcRuk04TqhRy0TRaSnHdOv5T_aQhX7PavDdnazu0_-t9m6DE8bBm12GtE4AmsufIpbBxfp6OtnsFyrxTa6hmrdmGXpZ6MUbQn0yY0C5JtuRX67AeNZzGaCGLygkRvzIRcjujm72kpmJDruTi_0JbFBgXxZhxpTnQtptT2hHrRnvwXbZ2e6jl8u5Wxv4D1clq6TRCxzi1qRZjgpH0m0ontI6Y-9iZ1xrseBB0ACmwTsnNdkLNilUqaQVMQaIoaNEXeg_fX38yadCQ3vr3dIaVoVVNVrGDSgw8d1laP_93ay5tbewP3D06Oj4qjw-FgCx6ENdR5tWob1hfzC_cK7uHPxbiav66FRsD328bgFXMAVhA |
| linkToPdf | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1ZS8NAEB68EH3wFuu5D75psMnmfBS1KGoRL3wLe2Rtwaa1jYL-emdyWBUVxLeQbDbLzuzON9mZbwC2uZsY5du2pRwi1Y5sY0mJVzIUyneFCQ0vik0EzWZ4dxddfMjiz6PdqyPJIqeBWJrSbK-nzd4w8c2hFGi0N-gKE5lRNArjLnoyFNR1eXVb7cV-EOVBHmizKb_I98q0me_7-GyahnjzyxFpbnkas_8f8xzMlKiT7RdqMg8jSboA0-fvlK2DRXjZT5nQokfbH9NFnXpWRm918JsW2TvNxMN9t9_OWh2GaJeherYJtFotvPnaTRmBVtFnj09Ck2ophthStQSRQbMu9t3BUZTR8aysZTNYgpvG0fXBsVXWZbAULtjMMjwUMjRJwH0lEvJxlEZT60qtRaCN1uiFOdLTuLzrKHddD5WLQEE5ricCW9h8GcbSbpqsAPNEpJXgKCUitpOu8HVdqcB4RgaJNEkN7EoksSpJy6l2xkM8pFumaY1xWuN8WuOoBjvv7_QKyo5fW69Xko7L5TuIObnNHJEsr8FuJdnh4597W_1b8y2YvDhsxGcnzdM1mHJy3aAfPOswlvWfkg2YUM9Ze9DfzLX6Dby3-NA |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=An+adaptive+dynamic+programming-based+algorithm+for+infinite-horizon+linear+quadratic+stochastic+optimal+control+problems&rft.jtitle=Journal+of+applied+mathematics+%26+computing&rft.au=Zhang%2C+Heng&rft.date=2023-06-01&rft.pub=Springer+Nature+B.V&rft.issn=1598-5865&rft.eissn=1865-2085&rft.volume=69&rft.issue=3&rft.spage=2741&rft.epage=2760&rft_id=info:doi/10.1007%2Fs12190-023-01857-9 |
| thumbnail_l | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1598-5865&client=summon |
| thumbnail_m | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1598-5865&client=summon |
| thumbnail_s | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1598-5865&client=summon |