Approximate Dynamic Programming For Linear Systems with State and Input Constraints.

Ankush Chakrabarty Rien Quirynen Claus Danielson Weinan Gao

Published in: CoRR (2019)

Keyphrases

linear systems
approximate dynamic programming
stochastic dynamic programming
sufficient conditions
dynamic programming
dynamical systems
control policy
coefficient matrix
reinforcement learning
cost function
linear program
step size