Decentralized stochastic linear-quadratic optimal control with risk constraint and partial observation.

Hui Jia Yuan-Hua Ni

Published in: Syst. Control. Lett. (2024)

Keyphrases

linear quadratic
optimal control
risk sensitive
optimal control problems
dynamic programming
control problems
infinite horizon
feedback control
control strategy
brownian motion
closed loop
dynamical systems
vector valued
reinforcement learning
stochastic control
edge detection
search space
support vector
real time