Optimal control of the state statistics for a linear stochastic system.
Yongxin ChenTryphon T. GeorgiouMichele PavonPublished in: CoRR (2015)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- dynamic programming
- brownian motion
- control problems
- class of nonlinear systems
- risk sensitive
- feedback control
- neural network
- stochastic control
- control strategy
- state space
- state dependent
- nonlinear systems
- infinite horizon
- control law
- reinforcement learning
- real time