On the solution of discrete-time Markovian jump linear quadratic control problems.

Hisham Abou-Kandil Gerhard Freiling Gerhard Jank

Published in: Autom. (1995)

Keyphrases

control problems
optimal control
linear quadratic
hamilton jacobi bellman
markov chain
dynamic programming
reinforcement learning
vector valued
control strategy
queueing systems
adaptive control
closed loop
dynamical systems
gaussian model
mathematical model
regression model
special case