Batch-to-Batch Finite-Horizon LQ Control for Unknown Discrete-Time Linear Systems Via Stochastic Extremum Seeking.
Shu-Jun LiuMiroslav KrsticTamer BasarPublished in: IEEE Trans. Autom. Control. (2017)
Keyphrases
- linear systems
- finite horizon
- control policies
- control theory
- infinite horizon
- optimal control
- sufficient conditions
- optimal policy
- control system
- stochastic inventory control
- sparse linear systems
- markov decision processes
- dynamical systems
- inventory control
- markov decision process
- control policy
- inventory models
- coefficient matrix
- linear programming
- machine learning