Mean Square Optimal Control by Interconnection for Linear Stochastic Hamiltonian Systems.

Igor G. Vladimirov Ian R. Petersen

Published in: ANZCC (2020)

Keyphrases

optimal control
optimal control problems
linear quadratic
brownian motion
control problems
feedback control
dynamic programming
control strategy
stochastic control
linear systems
class of nonlinear systems
neural network
closed loop
risk sensitive