Optimal control for linear stochastic systems.
Vasile DraganToader MorozanAdrian-Mihail StoicaPublished in: Autom. (2004)
Keyphrases
- optimal control
- stochastic systems
- linear quadratic
- control problems
- dynamic programming
- stochastic models
- control strategy
- optimal control problems
- confidence intervals
- infinite horizon
- sample path
- reinforcement learning
- control law
- real time
- fixed point
- control algorithm
- stochastic model
- policy iteration
- mathematical model
- probability distribution
- machine learning