Optimal control of the state statistics for a linear stochastic system.

Yongxin Chen Tryphon T. Georgiou Michele Pavon

Published in: CDC (2015)

Keyphrases

optimal control
optimal control problems
linear quadratic
brownian motion
control problems
dynamic programming
control strategy
feedback control
stochastic control
state space
risk sensitive
class of nonlinear systems
infinite horizon
reinforcement learning
lyapunov function
control law
data mining
neural network