Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises.
Fabio BarbieriOswaldo L. V. CostaPublished in: Int. J. Syst. Sci. (2018)
Keyphrases
- optimal control
- linear systems
- markov chain
- sufficient conditions
- dynamical systems
- dynamic programming
- control problems
- control strategy
- feedback control
- optimal control problems
- coefficient matrix
- control theory
- infinite horizon
- sparse linear systems
- reinforcement learning
- control law
- interior point methods
- markov processes
- optimization algorithm
- machine learning
- continuous stirred tank reactor