On the geometry of the continuous-time generalized algebraic Riccati equation arising in LQ optimal control.
Augusto FerranteLorenzo NtogramatzidisPublished in: ECC (2015)
Keyphrases
- optimal control
- optimal control problems
- hamilton jacobi bellman
- dynamic programming
- feedback control
- differential equations
- control problems
- fractional order
- risk sensitive
- control strategy
- class of nonlinear systems
- reinforcement learning
- infinite horizon
- control law
- lyapunov function
- linear quadratic
- brownian motion
- average cost
- linear programming