Long-Time Behavior of Stochastic Linear-Quadratic Optimal Control Problems.
Jingrui SunHuojun WuPublished in: CDC (2023)
Keyphrases
- optimal control problems
- optimal control
- linear quadratic
- dynamic programming
- infinite horizon
- control strategy
- solving nonlinear
- production planning
- neural network
- reinforcement learning
- control law
- learning algorithm
- state space
- special case
- feature space
- computational complexity
- control theory
- multiscale
- real time