Stochastic linear quadratic optimal control with constraint for discrete-time systems.

Xikui Liu Yan Li Weihai Zhang

Published in: Appl. Math. Comput. (2014)

Keyphrases

optimal control
linear quadratic
optimal control problems
closed loop
control problems
dynamic programming
brownian motion
dynamical systems
feedback control
reinforcement learning
vector valued
control strategy
infinite horizon
control law
machine learning
markov chain
image processing
real time