On the solution of the Riccati differential equation arising from the LQ optimal control problem.
Lorenzo NtogramatzidisAugusto FerrantePublished in: Syst. Control. Lett. (2010)
Keyphrases
- optimal control
- differential equations
- optimal control problems
- brownian motion
- nonlinear differential equations
- fractional order
- boundary value problem
- numerical methods
- feedback control
- dynamic programming
- control problems
- numerical integration
- dynamical systems
- numerical solution
- hamilton jacobi bellman
- control strategy
- reinforcement learning
- initial conditions
- infinite horizon
- control law
- optimal solution
- control theory
- stochastic control
- partial differential equations
- real valued
- linear quadratic
- linear programming