Discrete-Time Optimal Control with Control-Dependent Noise and Generalized Riccati Difference Equations.

Alessandro Beghi Domenico D'Alessandro

Published in: Autom. (1998)

Keyphrases

optimal control
optimal control problems
control problems
control strategy
feedback control
dynamic programming
linear quadratic
difference equations
reinforcement learning
differential equations
control theory
stochastic control
numerical solution
control system
dynamical systems