Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications.

Weiping Wu Jianjun Gao Junguo Lu Xun Li

Published in: CoRR (2018)

Keyphrases

optimal control
linear quadratic
mathematical model
probabilistic model
vector valued
dynamical systems
control strategy
gaussian model
stochastic control
neural network
em algorithm
closed loop
brownian motion
optimal control problems