Optimal control for linear quadratic problems with Markov jump parameters and fractional brownian perturbation.

Karen Guevara Marcelo D. Fragoso

Published in: CDC (2017)

Keyphrases

optimal control
linear quadratic
control problems
optimal control problems
dynamic programming
control strategy
stochastic control
feedback control
brownian motion
reinforcement learning
markov chain
probabilistic model
graphical models
maximum likelihood
conditional independence
long run