Multi-step prediction optimal control for a scalar linear system with additive Cauchy noise.
Jason L. SpeyerMoshe IdanJavier H. FernándezPublished in: CDC (2010)
Keyphrases
- optimal control
- multi step
- linear quadratic
- control problems
- feedback control
- dynamic programming
- vector valued
- control strategy
- optimal control problems
- control law
- reinforcement learning
- knn
- infinite horizon
- weight vector
- lyapunov stability
- semi supervised
- linear systems
- kernel function
- linear programming
- active learning
- stochastic control
- evolutionary algorithm
- training data
- neural network