Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations.
Kai DuPublished in: SIAM J. Control. Optim. (2015)
Keyphrases
- linear quadratic
- optimal control
- control problems
- stochastic control
- dynamic programming
- brownian motion
- closed loop
- dynamical systems
- vector valued
- reinforcement learning
- control strategy
- continuous state spaces
- queueing systems
- hamilton jacobi bellman
- gaussian model
- stochastic process
- mobile robot
- adaptive control
- scale space