Coupled matrix Riccati equations in minimal cost variance control problems.
Gerhard FreilingSeung-Rae LeeGerhard JankPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- control problems
- minimal cost
- hamilton jacobi bellman
- optimal control
- reinforcement learning
- covariance matrix
- adaptive control
- endpoints
- feasible solution
- queueing systems
- stochastic control
- differential equations
- hamilton jacobi
- nonlinear systems
- network flow problem
- combinational optimization
- linear programming
- optimization problems
- dynamic programming
- objective function
- data mining
- neural network