A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control.
Augusto FerranteLorenzo NtogramatzidisPublished in: CDC (2012)
Keyphrases
- linear quadratic
- optimal control
- difference equations
- differential equations
- dynamical systems
- dynamic programming
- feedback control
- control strategy
- numerical solution
- closed loop
- reinforcement learning
- partial differential equations
- fixpoint
- max min
- linear systems
- vector valued
- discrete data
- control system
- graph cuts
- support vector