Delayed Optimal Control of Stochastic LQ Problem.

Yuan-Hua Ni Ka Fai Cedric Yiu Huanshui Zhang Ji-Feng Zhang

Published in: SIAM J. Control. Optim. (2017)

Keyphrases

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