Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems.

Jianhui Huang Zhiyong Yu

Published in: Syst. Control. Lett. (2014)

Keyphrases

optimal control problems
linear quadratic
optimal control
dynamic programming
differential equations
dynamical systems
control strategy
reinforcement learning
control law
infinite horizon
machine learning
image sequences
particle swarm optimization
mathematical model