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The optimal control of linear system with random stationary perturbations.
Otakar Sefl
Published in:
Kybernetika (1967)
Keyphrases
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optimal control
linear quadratic
control problems
dynamic programming
feedback control
non stationary
infinite horizon
risk sensitive
class of nonlinear systems
reinforcement learning
control strategy
brownian motion
optimal control problems
lyapunov function
real time
linear model