Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon.
Yuzhu BaiHui-Jie SunAi-Guo WuPublished in: J. Frankl. Inst. (2020)
Keyphrases
- optimal control
- linear quadratic
- linear systems
- dynamical systems
- dynamic programming
- sufficient conditions
- control strategy
- optimal control problems
- differential equations
- control theory
- control law
- sparse linear systems
- pid controller
- closed loop
- markov chain
- state space
- special case
- reinforcement learning
- learning algorithm