Optimal Control Problem for Discrete-Time Markov Jump Systems with Indefinite Weight Costs.

Hongdan Li Chunyan Han Huanshui Zhang

Published in: ICIRA (1) (2018)

Keyphrases

optimal control
markov chain
optimal control problems
dynamic programming
control problems
linear quadratic
finite state
infinite horizon
reinforcement learning
class of nonlinear systems
risk sensitive
control theory
average cost
control law
steady state
multistage
control system