Finite-horizon LQ control for unknown discrete-time linear systems via extremum seeking.
Paul FrihaufMiroslav KrsticTamer BasarPublished in: Eur. J. Control (2013)
Keyphrases
- linear systems
- finite horizon
- control theory
- infinite horizon
- optimal control
- control policies
- sufficient conditions
- optimal policy
- optimal stopping
- dynamical systems
- single product
- markov decision processes
- inventory control
- coefficient matrix
- sparse linear systems
- markov chain
- multistage
- finite state
- pid controller
- markov decision process
- average cost
- reinforcement learning
- control strategy
- non stationary
- dynamic programming
- control system
- artificial neural networks