On the Volatility of Optimal Control Policies of a Class of Linear Quadratic Regulators.

Avi Mohan Shie Mannor Arman C. Kizilkale

Published in: ACC (2021)

Keyphrases

control policies
linear quadratic
control policy
optimal control
optimal policy
reinforcement learning
finite horizon
motion control
control strategies
financial markets
optimal solution
action space
control system
gaussian model
closed loop
vector valued
average cost
dynamic programming