Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases.
Shuping ChenX. YuPublished in: Control of Distributed Parameter and Stochastic Systems (1998)
Keyphrases
- optimal control
- linear quadratic
- optimal control problems
- dynamic programming
- reinforcement learning
- closed loop
- control problems
- feedback control
- brownian motion
- control strategy
- vector valued
- dynamical systems
- infinite horizon
- real time
- object detection
- gaussian model
- stochastic control
- control method
- subband
- neural network