Stochastic H2 optimal control of discrete-time Markov jump systems with periodic coefficients.

Hongji Ma Yingmin Jia Junping Du Fashan Yu

Published in: ACC (2012)

Keyphrases

optimal control
optimal control problems
markov chain
control problems
markov processes
linear quadratic
brownian motion
reinforcement learning
feedback control
control strategy
dynamic programming
stochastic control
control theory
control law
average cost
control scheme
neural network
class of nonlinear systems