be constructed. Finally, the application of the

given approach in numerical solution of stochastic differential equations and in solving algebraic

Riccati equations is pointed out...

of the augmented system. Using the quadratic structure of the value function, a Bellman equation and an augmented algebraic Riccati equation (ARE) for solving the LQT are derived. In contrast to the standard solution of the LQT, which requires the solution...

This paper presents an online solution to the

infinite-horizon linear quadratic tracker (LQT) using

reinforcement learning. It is first assumed that the value

function for the LQT is quadratic in terms ...

In this paper, a numerical approximation for solving fractional Riccati equation is proposed. Our numerical method is based on fractional-order Muntz–Legendre functions to obtain a numerical approximation of unknown functions. Also we use Caputo...