Login / Signup

Linear-Quadratic Problems in Systems and Controls via Covariance Representations and Linear-Conic Duality: Finite-Horizon Case.

Bassam Bamieh
Published in: CoRR (2024)
Keyphrases
  • finite horizon
  • linear quadratic
  • markov decision processes
  • infinite horizon
  • pairwise
  • real time
  • machine learning
  • optimal policy
  • multistage
  • closed loop
  • optimal control
  • vector valued