Optimal LQG controller for linear stochastic systems with unknown parameters.

Michael V. Basin Darío Calderon-Alvarez

Published in: J. Frankl. Inst. (2008)

Keyphrases

optimal control
linear quadratic
stochastic systems
closed loop
vector valued
dynamical systems
dynamic programming
control strategy
gaussian model
control system
reinforcement learning
control law
stochastic models
optimal solution
worst case
monte carlo
image segmentation
training set
infinite horizon