Stochastic ε-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy.

Peter E. Caines David Levanony

Published in: SIAM J. Control. Optim. (2019)

Keyphrases

linear quadratic
optimal control
closed loop
vector valued
dynamical systems
control policies
gaussian model
optimal solution
multiscale
machine learning
dynamic programming
probabilistic model
object detection