Sub-Optimal Control in Presence of Unobservable Disturbances.

Marc Quincampoix Vladimir M. Veliov

Published in: CDC/ECC (2005)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
control strategy
reinforcement learning
risk sensitive
infinite horizon
brownian motion
control law
optimal control problems
power system
lyapunov function
class of nonlinear systems
neural network
linear quadratic