Minimum energy for linear systems with finite horizon: a non-standard Riccati equation.
Paolo AcquistapaceFausto GozziPublished in: Math. Control. Signals Syst. (2017)
Keyphrases
- linear systems
- minimum energy
- finite horizon
- sufficient conditions
- infinite horizon
- optimal policy
- dynamical systems
- markov decision processes
- coefficient matrix
- single product
- multistage
- differential equations
- sparse linear systems
- low energy
- dynamic programming
- reinforcement learning
- interior point methods
- markov decision process
- long run
- neural network