Localized LQR optimal control.

Yuh Shyang Wang Nikolai Matni John C. Doyle

Published in: CDC (2014)

Keyphrases

optimal control
control problems
dynamic programming
linear quadratic
feedback control
control strategy
infinite horizon
risk sensitive
class of nonlinear systems
control law
optimal control problems
reinforcement learning
lyapunov function
control system
brownian motion
machine learning