A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty.

Zhaorong Zhang Juanjuan Xu Xun Li

Published in: Autom. (2023)

Keyphrases

stochastic approximation
monte carlo
dynamic programming
learning algorithm
optimal solution
computational complexity
objective function
probabilistic model
convergence rate
lower bound
np hard
linear programming
markov chain
mathematical model
adaptive control