Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters.
Marcelo D. FragosoJack BaczynskiPublished in: SIAM J. Control. Optim. (2001)
Keyphrases
- optimal control
- linear quadratic
- control problems
- optimal control problems
- dynamic programming
- feedback control
- infinite horizon
- stochastic control
- control strategy
- markov chain
- reinforcement learning
- control law
- brownian motion
- closed loop
- dynamical systems
- maximum likelihood
- convex optimization
- gaussian model
- markov random field
- special case
- control system