Infinite-horizon linear quadratic optimal control for discrete-time LTI systems with random input gains.

Jianying Zheng Li Qiu

Published in: ACC (2013)

Keyphrases

optimal control
linear quadratic
infinite horizon
optimal control problems
dynamic programming
control strategy
feedback control
finite horizon
stochastic demand
production planning
average cost
markov decision process
reinforcement learning
policy iteration
fixed cost
machine learning
control law