Efficient implementation of the Riccati recursion for solving linear-quadratic control problems.

Gianluca Frison John Bagterp Jørgensen

Published in: CCA (2013)

Keyphrases

efficient implementation
control problems
optimal control
linear quadratic
hamilton jacobi bellman
dynamic programming
reinforcement learning
active set
dynamical systems
control strategy
real time
stochastic control
control law
adaptive control
fractional order
closed loop