Discrete-Time Uncertain LQ Optimal Control with Indefinite Control Weight Costs.
Yuefen ChenLiubao DengPublished in: J. Adv. Comput. Intell. Intell. Informatics (2016)
Keyphrases
- optimal control
- optimal control problems
- control problems
- linear quadratic
- control strategy
- dynamic programming
- feedback control
- average cost
- risk sensitive
- brownian motion
- class of nonlinear systems
- reinforcement learning
- lyapunov function
- infinite horizon
- control law
- stochastic control
- control system
- expected cost
- markov processes
- steady state
- multistage
- markov chain
- real time
- continuous stirred tank reactor