Study on Indefinite Stochastic Linear Quadratic Optimal Control with Inequality Constraint.

Guiling Li Weihai Zhang

Published in: J. Appl. Math. (2013)

Keyphrases

optimal control
linear quadratic
optimal control problems
control problems
feedback control
brownian motion
dynamic programming
reinforcement learning
dynamical systems
vector valued
neural network
denoising
control strategy
face detection