MathStochastic optimization for simultaneous control
Stochastic optimization for simultaneous control Umberto Biccari, DeustoCCM What is a simultaneous control problem? Consider the following parameter-dependent linear control system with The matrix is associated with the Brunovsky canonical form of the linear ODE where denotes the -th derivative of the function . In (1)-(2), , , denotes the state, the matrix […]Stochastic optimization for simultaneous control Umberto Biccari, DeustoCCM What is a simultaneous control problem? Consider the following parameter-dependent linear control system with The matrix is associated with the Brunovsky canonical form of the linear ODE where denotes the -th derivative of the function . In (1)-(2), , , denotes the state, the matrix […]
