Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information.
Na LiGuangchen WangZhen WuPublished in: Autom. (2020)
Keyphrases
- linear quadratic
- partial information
- optimal control
- optimal control problems
- incomplete information
- dynamic programming
- closed loop
- infinite horizon
- feedback control
- utility function
- control strategy
- vector valued
- dynamical systems
- reinforcement learning
- stochastic control
- learning algorithm
- control law
- neural network
- probabilistic model
- multiscale