SummaryIn this article, for a class of stochastic nonlinear systems with non‐strict feedback, a neural adaptive inverse optimal output feedback control design scheme is presented. First, according to the existing inverse optimal criterion, an auxiliary system is established. On this basis, a novel observer is built to evaluate the unpredictable states. Second, in the control process, neural networks (NNs) are applied to estimate the unknown functions. Based on NNs and the backstepping technology, an adaptive neural inverse optimal output feedback controller is established. It is indicated that the proposed scheme could ensure the semi‐globally uniformly ultimately bounded of the closed‐loop system and also achieve the objective of inverse optimality. Eventually, an example is applied to testify the feasibility of this scheme.
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